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I've been doing a lot of interviews and reading CVs and job market papers, and now that I'm off work and definitely not speaking for any agency or subtweeting any applicants, I have some thoughts on how PhD economists can best market themselves for industry and government jobs.
So first, the basics that apply to everything. Please, please proofread your CV and your JMP. Send them to someone else to proofread. And another person. They will still have a nonzero number of typos, but your goal is to get that number as close to zero as possible.
For industry jobs, you need to spend time on your resume (which is NOT a CV) to demonstrate that you really are interested in industry jobs. Emphasize your specific skills and projects you've done. Give details, because they're not going to read your papers to find them.
For industry and government jobs, include all remotely relevant jobs and internships. A lot of PhDs won't have any, and these will differentiate you. When I interviewed at Freddie Mac (where I got the job), I got questions about my pre-grad school public high school teaching job.
I highly suggest sections in your resume listing all of your specific skills that are relevant to the specific job you're applying to. I had one like this, and yes, these are all basic methods, but they're all things I can discuss in detail and they are often HR keywords.
Listing skills and software packages is going to help a ton for industry, and also for non-research-focused government jobs. At these kinds of jobs, you may be asked to give an hour-long presentation. Should you give your standard job talk?
I get that you spent two years deriving conditions which you then tested empirically, and you want so much to demonstrate that proof and all of its equations to us. For purely research jobs, that may be a good idea! For industry and non-research government jobs...
For those jobs, a much better tactic is to use your job talk to demonstrate that you, brilliant economist, are capable of doing great work and communicating it to non-specialists, including whatever people you'd be working with most in these jobs (probably not economists!).
People in these jobs are probably going to be more interested in the presentations you've done than the courses you've taught. Both can demonstrate your ability to communicate in straightforward ways, but definitely include all of your presentations.
Think long and hard about your value proposition: you are a person with a ton of education, in which you've gained a lot of empirical skills and demonstrated the ability to communicate complicated topics. Don't make people have to probe for specifics in these areas.
One specific example: for academic jobs, nobody's really going to care if you use Stata or R. For industry and government jobs, it can absolutely matter. If you know how to use Stata, R, and SAS, say so! Be realistic with your proficiency level, but familiarity is useful.
Obviously, you are not applying to an academic job, but take everyone seriously because we're all skilled professionals here. Don't condescend or act like people are too dumb to understand your work. And don't stretch the truth of what you know or have done.
Specific example: years ago, I didn't have a PhD and was working at Freddie. I spoke to a candidate who listed on his resume a project using the ATUS. I, of course, had years of experience working with the ATUS (and probably nobody else at Freddie did). He didn't expect that.
A cliche: be authentic. Don't go on about how you've always longed to work in public service if it's not really true. You can think of some reason you really want this job in particular that isn't just money or having a job (any job!). Use that, even if it feels less meaningful.
I am certainly not the consummate expert on these things. I've applied to far more industry and government jobs that I haven't gotten than those few that gave me offers. But I did find that I had a bit more success when I took some of these lessons to heart.
When comparing government jobs, note that government salaries are publicly available, so you can find out how much your hypothetical colleagues make. Particularly for agencies off of the standard government scale (like regulatory agencies), this is valuable information.
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