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Quantitative Model Specialist
2 months ago
At Citigroup Inc., we are seeking a highly skilled Quantitative Model Developer to join our team. As a strategic professional, you will closely follow the latest trends in your field and adapt 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.
- 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.
We are an equal opportunity and affirmative action employer. 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. Accessibility at Citi. View the EEO is the Law poster. View the EEO is the Law Supplement. View the EEO Policy Statement.
