AVP Quantitative Model Developer – Economic Forecasting
| Company | Citigroup |
|---|---|
| Location | Mississauga, ON, Canada |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Master’s, PhD |
| Experience Level | Mid Level, Senior |
Requirements
- 2+ years of post-Master’s work experience or PhD
- Strong knowledge of econometrics, with some knowledge of time series econometrics
- 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
Responsibilities
- Participate in 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
- Execute projects requiring understanding of econometrics and statistical testing
- 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.
Preferred Qualifications
- Some background in economic model development is desirable
- Strong model development or data science background (even if no experience specific to macroeconomic/financial forecasting)