We are looking for a thoughtful analyst who can help us write a script to execute a series of sensitivity analysis on a financial model, using the R language. You will be provided with a function in R to generate the financial model values of interest and a series of input parameter value ranges to feed into that script. You will help us create a well-commented script that allows us to analyze the sensitivity of the model to variation in the input parameters, i.e. which parameters – and interactions of parameters matter “the most” to the output values?
Ideally you have background in statistics, and have background in implementing the Morris Method/Sobol Indices in R, or can discuss alternatives approaches to addressing this question.
Please respond with your approach to this task, your background using writing/delivering reproducible scripts in the R language that address sensitivity analysis, and your availability over the next week to help complete this task. We have some flexibility on timing and budget for compelling candidates. Thanks!
February 13, 2018
I am looking for a mix of experience and value