Citi Group Sr Quantitative Economist – Economic Forecasting SVP hybrid 

United States, District of Columbia, Washington 

58308246

• While some background in modeling and forecasting Home Price Index and Commercial Real Estate prices (as well as CRE rents and occupancy) is desirable, we encourage applicants with a strong model development background (even if no experience specific to macroeconomic/financial forecasting).

• Responsibilities:
  • Lead model development efforts to build best-in-class models for a variety of macroeconomic and concepts, with an emphasis on HPI and CRE.
  • Conduct rigorous analytical research to identify causal drivers and to support methodological approaches
  • Serve as an expert resource with respect to econometrics and statistical testing
  • Serve as an expert resource with respect to forecasting HPI, CRE Price, and CRE rents/occupancy
  • Provide guidance to junior model developers
  • 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:
  • 4+ years of post-PhD work experience, or 6+ years of post-Master’s work experience
  • Strong understanding of quantitative model development approaches, preferably obtained through model development experience at a peer financial institution
  • Experience as a lead model developer, including mentoring and guiding junior developers
  • Very strong knowledge of econometrics, with some knowledge of time series econometrics
  • Practical experience writing programs to build and test predictive models
  • Proficient in Python
  • Strong understanding of economic concepts
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
  Education:
• Master's degree required, Ph.D. preferred

Anticipated Posting Close Date:

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