Quantitative Model Specialist

1 month ago

Mississauga, Ontario, Canada Citi Full time
Job Title: Quantitative Model Specialist

Citi is seeking a highly skilled Quantitative Model Specialist to join our team. As a strategic professional, you will closely follow the latest trends in econometrics and statistical testing, adapting them for application within your job and the business.

Key Responsibilities:
  • 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.
Requirements:
  • 4+ years of post-PhD work experience, or 6+ years of post-Master's work experience.
  • Experience as a lead model developer, including mentoring and guiding junior developers.
  • Practical experience writing programs to build and test predictive models.
  • Proficient in Python.
  • Solid understanding of economic concepts.
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time.

Citi is an equal opportunity employer and welcomes applications from diverse candidates. We are committed to creating an inclusive environment where all employees feel valued and respected.

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