Sr Quantitative Model Developer
7 months ago
While some background in economic model development desirable, we encourage applicants with a strong model development background (even if no experience specific to macroeconomic/financial forecasting).
Responsibilities:
Lead model development efforts to build best-in-class models for a variety of macroeconomic and concepts, such as GDP, unemployment, HPI, exchange rates, interest rates, credit spreads, etc. Conduct rigorous analytical research to identify causal drivers and to support methodological approaches 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. Write clean, efficient, and well-documented code. Communicate results to diverse audiences. Participate on teams to solve business problems. Identify modeling opportunities that yield measurable business results.Qualifications:
4+ years of post-PhD work experience, or 6+ years of post-Master’s work experience Strong understanding of quantitative model development approaches, preferably obtained through model development experience at a peer financial institution Experience as a lead model developer, including mentoring and guiding junior developers Very strong knowledge of econometrics, with some knowledge of time series econometrics. An understanding of machine learning approaches like XGBoost is also helpful. Practical experience writing programs to build and test predictive models Proficient in Python Solid understanding of economic concepts Consistently demonstrates clear and concise written and verbal communication skills Self-motivated and detail oriented Demonstrated project management and organizational skills and capability to handle multiple projects at one time.Education:
Master's degree required, preferred------------------------------------------------------
Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
------------------------------------------------------
Citi is 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.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .
-
Quantitative Model Strategist
4 weeks ago
Mississauga, Ontario, Canada CitiGroup Full timeThe Quantitative Model Strategist is a strategic professional with solid technical, quantitative, and analytical skills. This role requires a strong understanding of economic concepts and the ability to adapt the latest trends in their field for application within the job and the business.While some background in economic model development is desirable, we...
-
Model Developer
1 month ago
Mississauga, Canada CitiGroup Full timep>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. The Quantitative Model Developer has solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts. p>While some background in...
-
Mississauga, Canada CitiGroup Full timeThe 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. The Quantitative Model Developer has solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts. Developed communication skills...
-
Quantitative Risk Modeling Professional
2 weeks ago
Mississauga, Ontario, Canada CitiGroup Full timeCitiGroup 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...
-
Manager, Sr&ed
7 months ago
Mississauga, Canada Ryan, LLC Full timeJob Summary The Scientific Research and Experimental Development (“SR&ED”) Manager (“Manager”) is responsible for assisting clients in identifying and claiming SR&ED tax credits and then assisting the SR&ED Director in defending those credits when necessary in the context of a review by the Canada Revenue Agency (CRA). The work is project-based and...
-
Strategic Risk Modeling Specialist
3 weeks ago
Mississauga, Ontario, Canada Citibank Full timeAbout CitiCiti, a leading global bank, seeks a highly skilled Strategic Risk Modeling Specialist to join our team in Model Risk Management. With a strong focus on delivering high-quality risk management solutions, we empower our clients to achieve their financial goals.Job DescriptionWe are looking for an experienced professional with a background in...
-
Sr&ed Technical Manager
6 months ago
Mississauga, Canada Ryan, LLC Full timeJob Summary The Scientific Research and Experimental Development (“SR&ED”) Manager (“Manager”) is responsible for assisting clients in identifying and claiming SR&ED tax credits and then assisting the SR&ED Director in defending those credits when necessary in the context of a review by the Canada Revenue Agency (CRA). The work is project-based and...
-
Senior Quantitative Risk Analyst
4 weeks ago
Mississauga, Ontario, Canada Citi Full timeAt Citi, we are committed to ensuring that our lending portfolios have adequate capital during times of crisis. Our team uses mathematical modeling and cutting-edge technologies to build loss forecasting and stress testing pipelines, which are responsible for calculating risk on some of the largest portfolios in the industry.We are a diverse group of...
-
Director, Modelling, Credit Risk Analytics
3 months ago
Mississauga, Canada Cash 4 You Corp. Full time**Director of Modeling, Credit Risk Analytics - Cambridge Headquarters** **Location**: Cambridge, ON **Status**: In-Office (**Ability to commute/relocate to Cambridge is required**) **Who We Are Looking For**: We’re on the hunt for a forward-thinking **Director of Modeling** to spearhead our credit risk analytics department. This isn’t your typical...
-
Sr. Java Developer
2 weeks ago
Mississauga, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark)Fulltime roleHybrid- 3 days onsite every weekClient is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Sr. Java Developer
2 weeks ago
Mississauga, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark)Fulltime roleHybrid- 3 days onsite every weekClient is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Sr. Java Developer
2 weeks ago
Mississauga, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark)Fulltime roleHybrid- 3 days onsite every weekClient is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Director, Modelling, Credit Risk Analytics
6 months ago
Mississauga, Canada Cash 4 You Corp. Full time**Director of Modeling, Credit Risk Analytics - Cambridge Headquarters** **Location**: Cambridge, ON **Status**: In-Office (Ability to commute/relocate to Cambridge is required) **Who We Are Looking For**: We’re on the hunt for a forward-thinking **Director of Modeling** to spearhead our credit risk analytics department. This isn’t your typical...
-
Sr Mgr, Contracts
3 weeks ago
Mississauga, Canada Edwards Lifesciences Gruppe Full timeSenior Manager ContractsInnovation starts from the heart. Edwards Lifesciences is the global leader of patient-focused innovations for structural heart disease and critical care monitoring. With millions of patients served in over 100 countries, each team makes a meaningful contribution by improving patient outcomes and discovering lasting solutions for...
-
Sr Mgr, Contracts
3 weeks ago
Mississauga, Canada Edwards Lifesciences Full timeInnovation starts from the heart. Edwards Lifesciences is the global leader of patient-focused innovations for structural heart disease and critical care monitoring. With millions of patients served in over 100 countries, each team makes a meaningful contribution by improving patient outcomes and discovering lasting solutions for unmet patient needs. Our...
-
Sr. Java Developer
2 weeks ago
Mississauga, ON, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark) Fulltime role Hybrid- 3 days onsite every week Client is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Sr. Java Developer
2 weeks ago
Mississauga, ON, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark) Fulltime role Hybrid- 3 days onsite every week Client is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Sr. Java Developer
2 weeks ago
Mississauga, Ontario, Peel region, Canada VLink Inc Full timeSr. Java Developer (Kafka and Spark)Fulltime roleHybrid- 3 days onsite every weekClient is looking Senior Java developer with solid experience in Java, Spring Boot, Microservices, Kafka and Spark.
-
Serdes Architecture Team Lead
1 month ago
Mississauga, Ontario, Canada Synopsys, Inc. Full timeJob Title: Serdes Architecture Team Lead - Sr ManagerAt Synopsys, Inc., we are seeking a Senior Manager to lead our Serdes Architecture Team. As a key member of our team, you will be responsible for leading a team of engineers tasked with developing high-speed serial-link transceivers. If you have a strong background in electrical or computer engineering and...
-
System Architecture Team, Sr. Staff Engineer
3 weeks ago
Mississauga, Canada Synopsys Full timeCategory Engineering Hire Type Employee Job ID 6946 Remote Eligible No Date Posted 22/10/2024 System Architecture Team , Sr. Staff Engineer You will be part of an R&D team developing 32Gbps NRZ and 112Gbps PAM4 serial-link transceivers. Specifically, you will be responsible for modelling, design, analysis, and algorithms the...
