David Kelley

David Kelley Email and Phone Number

Quantitative Principal at Federal Reserve Bank of New York @ Federal Reserve Bank of New York
new york, new york, united states
David Kelley's Location
Wheaton, Illinois, United States, United States
David Kelley's Contact Details

David Kelley personal email

n/a

David Kelley phone numbers

About David Kelley

Experienced economic and financial analyst with proven quantitative and technical skills. My sweet spot is finding quantitative answers to questions that need quantitative solutions. I love getting my hands on data and finding out what it is telling us. I'm passionate about distilling problems down to a core question and addressing the root.I've done a lot with time series statistics, especially mixed-frequency time series forecasting that tries to leverage noisy, high-frequency data to inform a forecast of a lower frequency time series of interest. The primary application of these ideas is the BBKI -- a monthly indicator of U.S. economic activity that's directly tied to GDP growth (linked below). More recently, I've been focused on financial market analytics for monetary policy implementation. I've worked on forecasting MBS cash flows and U.S. government cash flows in an effort to understand what financial flows will be in coming days and months. I'm currently focused on building models to understand investor and financial intermediary risk appetites with a focus on the U.S. credit market, and on using financial markets to measure the information content of economic news.

David Kelley's Current Company Details
Federal Reserve Bank of New York

Federal Reserve Bank Of New York

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Quantitative Principal at Federal Reserve Bank of New York
new york, new york, united states
Website:
newyorkfed.org
Employees:
2919
David Kelley Work Experience Details
  • Federal Reserve Bank Of New York
    Quantitative Principal
    Federal Reserve Bank Of New York Oct 2019 - Present
    Chicago
    • Working on developing models for assessing credit market stress• Led analysis for MBS risk measures and cash flow projections• Developed forecasting model for daily U.S. government cash flows
    View
  • University Of Chicago Booth School Of Business
    Teaching Assistant
    University Of Chicago Booth School Of Business Sep 2014 - Dec 2019
    Teaching Assistant for the Executive MBA Macroeconomics course.
    View
  • Federal Reserve Bank Of Chicago
    Research Analyst
    Federal Reserve Bank Of Chicago Jul 2013 - Oct 2019
    Chicago, Il
    • Developed statistical models for macroeconomic forecasting.• Designed and implemented briefings for senior executives and the Board of Directors.
    View
  • Capstone Partners Llc
    Intern
    Capstone Partners Llc Jun 2012 - Aug 2012
    Chicago, Il
    Provided support for M&A transactions including preparing financial forecasts and presentations

David Kelley Skills

Data Analysis Econometrics Statistics Quantitative Analytics R Powerpoint Regression Analysis Time Series Analysis Bayesian Statistics State Space Analysis Macroeconomics Python Matlab Stata Latex Kalman Filtering Linear Algebra Presentation Design Forecasting Factor Analysis Quantitative Research Compustat

David Kelley Education Details

Frequently Asked Questions about David Kelley

What company does David Kelley work for?

David Kelley works for Federal Reserve Bank Of New York

What is David Kelley's role at the current company?

David Kelley's current role is Quantitative Principal at Federal Reserve Bank of New York.

What is David Kelley's email address?

David Kelley's email address is da****@****fed.org

What is David Kelley's direct phone number?

David Kelley's direct phone number is +131232*****

What schools did David Kelley attend?

David Kelley attended The University Of Chicago Booth School Of Business, Northwestern University, Northwestern University.

What skills is David Kelley known for?

David Kelley has skills like Data Analysis, Econometrics, Statistics, Quantitative Analytics, R, Powerpoint, Regression Analysis, Time Series Analysis, Bayesian Statistics, State Space Analysis, Macroeconomics, Python.

Who are David Kelley's colleagues?

David Kelley's colleagues are William Leahy, Gavin Smith, Wayne Nagle, Ambika Nair, Sarah Freitas, Lucy Cortright, Michael Moore.

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