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Forecasting Analyst (FAS)

Role: Time Series Forecasting Engineer FCC Phase: Build Category: Ml_models Archetype: The Trend Predictor

Overview

Designs and implements time-series forecasting models using statistical (ARIMA, ETS), machine learning (Prophet, LightGBM), and deep learning (LSTM, Temporal Fusion Transformer) methods. Specializes in stationarity testing, seasonality decomposition, forecast evaluation, and uncertainty quantification to deliver production-ready forecasts with documented confidence intervals.

Deliverables

  • Forecasting Models — Trained time-series models with configuration and transformation docs
  • Backtesting Reports — Walk-forward validation metrics and forecast accuracy analysis
  • Forecast Outputs — Point predictions with confidence intervals and uncertainty quantification

Collaboration

  • RB (downstream) — Delivers forecasting models for scheduled production execution
  • DE (downstream) — Provides forecast documentation for publication
  • RC (upstream) — Coordinates feature engineering and exogenous variable research
  • SMC (downstream) — Supplies forecast accuracy metrics for performance dashboards