Quantitative Model Specialist

1 month ago


Mississauga, Ontario, Canada Citi Full time
Quantitative Model Developer Role

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. This role requires a solid understanding of economic concepts, technical, quantitative, and analytical skills, as well as the ability to execute projects requiring understanding of econometrics and statistical testing.

Key Responsibilities
  • 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.
  • Execute projects requiring understanding of econometrics and statistical testing.
Requirements
  • 2+ years of post-Master's work experience or PhD.
  • Practical experience writing programs to build and test predictive models.
  • Proficient in Python.
  • Solid understanding of economic concepts.
  • Master's or PhD in a quantitative field.

Citi is an equal opportunity employer and welcomes applications from diverse candidates. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.



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