Quantitative Principal
Current• 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
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@newyorkfed.org
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1 phone found area 312
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LinkedIn matched
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David Kelley is listed as Quantitative Principal at Federal Reserve Bank of New York at Federal Reserve Bank of New York, a with 2919 employees, based in Wheaton, Illinois, United States. AeroLeads shows a work email signal at newyorkfed.org, phone signal with area code 312, and a matched LinkedIn profile for David Kelley.
David Kelley previously worked as Quantitative Principal at Federal Reserve Bank Of New York and Teaching Assistant at University Of Chicago Booth School Of Business. David Kelley holds Masters Of Business Administration from The University Of Chicago Booth School Of Business.
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AeroLeads found 1 current-domain work email signal for David Kelley. Compare company email patterns before reaching out.
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.
Listed skills include Data Analysis, Econometrics, Statistics, Quantitative Analytics, and 18 others.
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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
Teaching Assistant for the Executive MBA Macroeconomics course.
Chicago, Il
• Developed statistical models for macroeconomic forecasting.• Designed and implemented briefings for senior executives and the Board of Directors.
Chicago, Il
Provided support for M&A transactions including preparing financial forecasts and presentations
Other employees you can reach at newyorkfed.org. View company contacts for 2919 employees →
Sandra Corpus-Bonoan
Colleague at Federal Reserve Bank Of New YorkStaten Island, New York, United States
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DK
Dawn King
Colleague at Federal Reserve Bank Of New YorkEast Rutherford, New Jersey, United States
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Yifu Huang
Colleague at Federal Reserve Bank Of New YorkNew York, United States
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MA
Margarita Adrianzen
Colleague at Federal Reserve Bank Of New YorkNew York City Metropolitan Area, United States
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Mark Wegner
Colleague at Federal Reserve Bank Of New YorkRichmond, Virginia, United States
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Rocco Magnotta
Colleague at Federal Reserve Bank Of New YorkNew York, United States
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Sarae Winnicki
Colleague at Federal Reserve Bank Of New YorkNew York City Metropolitan Area, United States
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Asani Sarkar
Colleague at Federal Reserve Bank Of New YorkNew York, United States
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Colin Wick
Colleague at Federal Reserve Bank Of New YorkBrooklyn, New York, United States
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Lisa Pacheco
Colleague at Federal Reserve Bank Of New YorkNew York, United States
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Concentrations: Analytic Finance, Behavioral Science, and General Management
Thesis: Stabilization Effects of Public Pension and Social Insurance Programs
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David Kelley works for Federal Reserve Bank of New York.
David Kelley is listed as Quantitative Principal at Federal Reserve Bank of New York at Federal Reserve Bank of New York.
AeroLeads has found 1 work email signal at @newyorkfed.org for David Kelley at Federal Reserve Bank of New York.
AeroLeads has found 1 phone signal(s) with area code 312 for David Kelley at Federal Reserve Bank of New York.
David Kelley is based in Wheaton, Illinois, United States while working with Federal Reserve Bank of New York.
David Kelley has worked for Federal Reserve Bank Of New York, University Of Chicago Booth School Of Business, Federal Reserve Bank Of Chicago, and Capstone Partners Llc.
David Kelley's colleagues at Federal Reserve Bank of New York include Sandra Corpus-Bonoan, Dawn King, Yifu Huang, Margarita Adrianzen, and Mark Wegner.
You can use AeroLeads to view verified contact signals for David Kelley at Federal Reserve Bank of New York, including work email, phone, and LinkedIn data when available.
David Kelley holds Masters Of Business Administration from The University Of Chicago Booth School Of Business.
David Kelley is listed with skills including Data Analysis, Econometrics, Statistics, Quantitative Analytics, R, Powerpoint, Regression Analysis, and Time Series Analysis.
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