Senior Data Scientist on Macro-Fiscal Models and Simulation Portals (Philippines and Maldives)
Organizational Context
The United Nations Office for Disaster Risk Reduction (UNDRR) is the UN system's focal point for disaster risk reduction efforts. It guides, monitors, and reports on the Sendai Framework implementation, supporting global and national disaster risk reduction initiatives. This consultancy, based at UNDRR ROAP, focuses on enhancing analytical capacity for the Philippines and Maldives.
Job Purpose
This consultancy aims to strengthen UNDRR's analytical capabilities by developing and enhancing macro-fiscal models for the Philippines and the Maldives. The models will integrate disaster and climate shock impacts, including CAT model results and El Niño effects, to assess macroeconomic and fiscal performance. A key outcome is the creation of accessible simulation portals for national counterparts in both countries, enabling them to understand and manage the financial implications of disasters and climate events. The role involves coding, calibration, testing, and stress scenario analysis to inform policy and risk financing strategies.
Responsibilities
Support the development and calibration of a macro-fiscal model for the Philippines, integrating disaster risk and El Niño effects. Develop an El Niño block to estimate impacts on agricultural yields and prices, feeding into the macro-fiscal model. Integrate outputs from national typhoon and flood CAT models into the macro-fiscal model, mapping sectoral losses to economic and fiscal accounts. Support the integration of power outage data into the model. Design and run stress scenarios, reporting effects on growth, inflation, and fiscal indicators. Develop and implement a simulation portal for the Maldives, building on the Philippines' design, allowing users to explore disaster scenarios and policy responses. Provide training and handover to national counterparts, including well-documented code for the models and portals.
Work Experience
A minimum of ten years of relevant experience is required in predictive models, macro-fiscal models, time series analysis, extreme event scenario development and analysis, and statistics. Experience in preparing macroeconomic models for countries is essential. Proficiency in coding languages such as Python, R, MATLAB, VBA, SQL, HTML, CSS, Java, and PHP is required. Experience working with national governments and/or international organizations is also necessary.
Skills
Macro-fiscal modeling, predictive modeling, time series analysis, extreme event scenario development, statistical analysis, coding (Python, R, MATLAB, VBA, SQL, HTML, CSS, Java, PHP), data integration, simulation portal development, stress testing, risk analysis.