Quantitative Model Specialist

1 month ago


Mississauga, Ontario, Canada Citi Full time

The Quantitative Model Specialist at Citi 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 Specialist has solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts.

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). The Quantitative Model Specialist will 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.

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. 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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