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Citi Group Sr Quantitative Economist – Economic Forecasting SVP hybrid 
United States, New York, New York 
831789333

12.07.2024

• 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

○ 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.

• 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:

Jul 17, 2024

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