Citi Group Quantitative Model Developer – Economic Forecasting AVP 

United States, Texas, Houston 

425752720

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

Anticipated Posting Close Date:

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