VP Quantitative Model Developer (Hybrid)

The VP, Quantitative Model Developer is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. The VP, Quantitative Model Developer is an experienced model developer with solid technical, quantitative, and analytical skills, as well as a strong understanding of economic concepts. Developed communication skills are required in order to negotiate and collaborate with other team members.

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:

• Build best-in-class models for a variety of macroeconomic concepts, such as GDP, unemployment, HPI, inflation, and trade.
• Conduct rigorous analytical research to identify causal drivers and to support methodological approaches
• 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:

• 1+ years of post-PhD work experience, or 3+ 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
• 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, Ph.D. preferred

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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.

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