Model Developer

3 weeks ago


Mississauga, Canada CitiGroup Full time
p>The Quantitative Model Developer is a strategic professional who closely follows the latest trends in their field and adapts them for application within their job and the business. The Quantitative Model Developer has solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts. p>

While some background in economic model development is desirable, we encourage applicants with a strong model development or data science background (even if no experience specific to macroeconomic/financial forecasting).

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. li>

Qualifications:

  • 2+ years of post-Master’s work experience or PhD.

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