Senior Statistical Methodologist (SEO)
Office for National Statistics
Time series and seasonal-adjustment methodology for National Accounts. Act as interim G7 Lead, managing work allocation for a team of three and providing methodological consultancy to Bank of England and Treasury analysts.
- Architected the migration of legacy economic modelling code to a modular R/GitHub RAP covering around 200 economic series, with full auditability for National Accounts (GDP, Retail Sales)
- Developed automated diagnostic software and Bayesian state-space models for structural breaks in COVID-impacted tourism data
- Seasonal adjustment and time-series production for high-profile published outputs
Technologies used
- R
- Python
- X13-ARIMA
- Git