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Citi Group Sr Quantitative Economist – Economic Forecasting SVP hybrid 
United States, District of Columbia, Washington 
58308246

25.06.2024
  • 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
Risk ManagementRisk Analytics, Modeling, and Validation

Full timeNew York New York United States$176,720.00 - $265,080.00



Anticipated Posting Close Date:

Jun 04, 2024

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