Student Assistant in Macroeconomic Forecasting and Data Science

ETH Zurich seeks a part-time Student Assistant for a research project on macroeconomic forecasting and data science. The role involves collecting, cleaning, and analyzing macroeconomic data to support machine-learning-based economic forecasting models.

This position contributes to a research initiative focused on macroeconomic reanalysis and machine-learning-driven economic forecasting. The project aims to create a harmonized dataset combining international, national, and sub-national macroeconomic indicators. The role is available immediately for an initial six-month period.

Responsibilities

• Gather macroeconomic data from public statistical offices, central banks, international organizations, and providers like Macrobond.
• Investigate the availability of real-time data vintages, release calendars, publication lags, variable definitions, and data revisions.
• Clean, harmonize, transform, and document macroeconomic time series across countries, sectors, regions, and frequencies.
• Support the creation of a reproducible macroeconomic reanalysis dataset, including metadata, transformation codes, and versioning routines.
• Build and maintain data acquisition routines, including APIs, web scraping, and automated downloads where feasible.
• Conduct descriptive analysis and consistency checks of macroeconomic indicators.
• Support the preparation of datasets for forecasting models, including dynamic factor models, BVARs, and machine-learning-based approaches.

Requirements

• Currently enrolled at a Swiss university.
• Willing to work between 1 to 2 days per week (15h).

Nice to have

• Prior experience in handling and analysing data using statistical software packages such as R, Python, and/or Matlab.
• Strong interest and drive in developing these skills.

What the company offers

• Numerous benefits.
• Wide range of sports activities organised by the ASVZ.
• Health benefits including discounts on health-related services and access.
• Flexible working environment with opportunities for flexible working hours and a supportive learning environment.
• Professional development support for training and further education initiatives.

About the company

ETH Zurich fosters a flexible working environment that allows students to balance their studies with research obligations. The university supports professional development and offers a wide range of sports activities through the ASVZ.

• Working time is handled very flexibly to allow students to study for exams or fulfill other obligations while coordinating with research staff.