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Citi Group Quantitative Model Developer – Economic Forecasting AVP 
United States, Texas, Houston 
425752720

09.08.2024

While some background in economic model development desirable, we encourage applicants with a strong model development or data science background (even if no experience specific to macroeconomic/financial forecasting).

Responsibilities:

  • Participate in model development efforts to build best-in-class models for a variety of macroeconomic and concepts, such as GDP, unemployment, HPI, exchange rates, interest rates, credit spreads, etc.
  • Conduct rigorous analytical research to identify causal drivers and to support methodological approaches
  • Execute projects requiring understanding of econometrics and statistical testing
  • Produce macroeconomic scenario forecasts for macroeconomic variables in firmwide regulatory related processes, such as CECL, CCAR and IFRS 9
  • Utilize Python to build and test statistical models. Write clean, efficient, and well-documented code.
  • Communicate results to diverse audiences.
  • Participate on teams to solve business problems.
  • Identify modeling opportunities that yield measurable business results.

Qualifications:

  • 2+ years of post-Master’s work experience or PhD
  • Strong knowledge of econometrics, with some knowledge of time series econometrics. An understanding of machine learning approaches like XGBoost is also helpful.
  • Practical experience writing programs to build and test predictive models
  • Proficient in Python
  • Solid understanding of economic concepts
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented

Education:

  • Master’s or PhD in a quantitative field
Risk ManagementRisk Analytics, Modeling, and Validation

Full timeIrving Texas United States$96,400.00 - $144,600.00



Anticipated Posting Close Date:

Aug 14, 2024

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