Scientific Computing Engineer – ITD (Contractual), Washington DC, United States

Work for the IMF. Work for the World.

This position is being re-advertised. Previous candidates need not reapply.

Under the direction of a Platform Family Owner, this Scientific Computing Engineer serves as a member of the Econometric Modeling Platform Family, and provides Fund-wide services on Scientific Computing using advanced computing capabilities and machine learning modeling for the solution of complex economic problems related to the Fund’s business capabilities of surveillance, lending, and capacity development within the Information Technology Department

The role requires combinations of strong Computer Science and Applied Mathematics skills to provide efficient and integrated solutions to the business, not only on the technological dimension, but also on the economic and quantitative modeling dimensions. Additionally, developing and delivering training on machine learning modeling techniques and software and advising on mathematical and high performance computational related problems are integral parts of the role

Major Duties and Responsibilities

1. Collaborates with economists, financial sector specialists, and other professionals from the line-of-business in the selection of the appropriate methods and data sets for economic, financial, and statistical modeling.

2. Analyzes requests, designs methodology and develops programs and modules for advanced financial, economic, and statistical models.

3. Researches, analyzes, and develops algorithms to improve the performance and extend the capabilities of economic, financial, and statistical models.

4. Provides expert advice on scientific computing solutions and quantitative modeling software available in the Fund.

5. Chooses a suitable computing infrastructure (parallel computing/distributed computing/supercomputers) to estimate or solve quantitative models efficiently.

6. Provides efficient computational solutions related to big data and machine learning, to complex simulation and optimization models, and to other computationally intensive applications.

7. Writes computational and data processing programs using high-level programming languages such as, Matlab, Python, Mathematica, etc.

8. Develops course materials and provides training on use of economic and econometric modeling techniques.

9. Follows up current academic research on scientific computing, machine learning and high-performance computing.

10. Other responsibilities required to deliver Scientific Computing solutions.

Minimum Qualifications

Advanced degree in Computer Science, Physics, Engineering, Applied Mathematics, or relevant field plus a minimum of four years of post-graduation professional experience, or a bachelor’s degree plus a minimum of ten years of post-graduation professional experience is required. This position requires advanced programming skills and a strong background in applied mathematics and scientific computing. Economics, Finance and Statistics knowledge is a plus.

Additionally, below required competencies are required for this role:

• Knowledge of/Experience with high performance, distributed, parallel, and GPU computing.
• Knowledge of/Experience with machine learning methods and big data analysis.
• Advanced programming skills.
• Ability to follow up current academic research on computational economics, applied mathematics, and statistics.
• Ability to develop problem definitions, models, and constraints from informal requirements and deal with ambiguity and competing objectives.
• Strong interpersonal skills and familiarity with economic, financial, and statistical models to facilitate the cooperation with Fund’s economists on a variety of economic applications.
• Strong oral and written communication skills and ability to convey higher level technical concepts to non-experts.
• Strong work management skills.
• Facilitation and conflict management skills that enable effective working relationships.

• Extensive experience with cluster computing and cloud computing.
• Expert knowledge of personal computer architecture and memory organization.
• Expert knowledge of computational complexity theory.
• Expert knowledge of machine learning algorithms and techniques, including deep learning.
• Extensive experience with distributed and Parallel Computing.
• Knowledge of GPU and FPGA computing.
• Expert knowledge of large-scale mathematical programming modeling and algorithm development.
• Expert knowledge of optimization, including linear programming, nonlinear programming, and dynamic programming.
• Expert knowledge of Linear Algebra.
• Expert knowledge of simulation-based optimization, stochastic programming, approximate dynamic programming, and robust optimization.
• Experience with econometric, statistical, and mathematical tools/software, such as EViews, Stata, Matlab and Julia.
• Extensive experience with Scientific computing and data science programming languages, such as Fortran, Python and R.

This is a one-year contractual appointment. Contractual appointments at the IMF are renewable for up to four years of cumulative contractual service, pending incumbent’s performance, budget availability, and continuous business need.

Department:

ITDCMEM Information Technology Department Content Lifecycle Mgt. Platforms Econometric, AI & ML Modeling

Hiring For:

A11, A12

The IMF is committed to achieving a diverse staff, including age, creed, culture, disability, educational background, ethnicity, gender, gender expression, nationality, race, religion and beliefs, and sexual orientation.