Citi Group Senior Quantitative Model Developer - Economic Forecasting SVP Hybrid 

United States, Texas, Houston 

989530069

While some knowledge of and background in macroeconomic/financial forecasting or model development is useful, 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 financial concepts, including GDP, unemployment, HPI, interest rates, FX, and credit spreads.
• 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
• 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
• Basic understanding of economic and/or financial market 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.
• Good knowledge and understanding of a variety of model development techniques covering risk models. Practical experience across multiple techniques (e.g., time series, LASSO, XGBoost) is helpful.

Education:

• Master's degree required, Ph.D. preferred

Anticipated Posting Close Date:

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