Quantitative Risk Modeling Professional
2 weeks ago
CitiGroup is a leading financial institution seeking an experienced Quantitative Risk Modeling Professional to join our team.
About the RoleThis role requires a solid understanding of econometrics, statistical testing, and economic concepts. 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.
- The successful candidate will execute projects requiring understanding of econometrics and statistical testing.
- You will produce macroeconomic scenario forecasts for macroeconomic variables in firmwide regulatory related processes, such as CECL, CCAR, and IFRS 9.
- Utilizing Python to build and test statistical models is also essential.
- A minimum of 2 years of post-Master's work experience or PhD in a quantitative field.
- Practical experience writing programs to build and test predictive models is required.
- Proficiency in Python is necessary.
- Solid understanding of economic concepts is crucial.
We offer a competitive salary range of $120,000 - $180,000 per annum, based on experience.
In addition to the attractive compensation package, CitiGroup offers excellent benefits, including health insurance, retirement plans, and opportunities for career growth.
Why Work at CitiGroupCitiGroup is an equal opportunity and affirmative action employer. We are committed to creating an inclusive environment where all employees feel valued and respected. Our mission is to provide innovative financial solutions that drive economic growth and improve people's lives.
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