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Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.
(more about Citi)Senior Quantitative Economist SVP - Hybrid
The Senior Quantitative Economist is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. The Senior Quantitative Economist is an experienced model developer with very strong technical, quantitative, and analytical skills, as well as a solid understanding of economic concepts. Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. The Senior Quantitative Economist is expected to mentor other team members and provide guidance in best practices for econometric model development.
Responsibilities:
- Lead model development efforts to build best-in-class models for macroeconomic and financial concepts, such as interest rates, FX, volatilities, and credit spreads
- Provide thought leadership in the area of econometric modeling, including mentoring other employees and implementing best practices
- Conduct rigorous analytical research to identify causal drivers and to support methodological approaches
- Produce macroeconomic scenario forecasts for financial variables in firmwide regulatory related processes, such as CECL, CCAR and IFRS 9
- Serve as an expert resource in statistical programming. 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.
- Manage stakeholder interaction with model developers and business owners during the model life-cycle.
Qualifications:
- 4+ years work experience with PhD, Masters + 6years
- Strong understanding of quantitative, econometric model development approaches
- Model development experience at a peer financial institution
- Proficient in Python
- Solid understanding of economic concepts, with a preference for knowledge of interest rates, FX, credit spreads, or volatilities.
- 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.
- Practical experience writing programs to build and test predictive models
- Good knowledge and understanding of a variety of model development techniques covering risk models.
Education:
- Master's degree or equivalent experience, Ph.D. preferred
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Job Family Group:
Risk Management-------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
Irving Texas United States------------------------------------------------------
Primary Location Salary Range:
$156,160.00 - $234,240.00------------------------------------------------------
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 Accessibility at Citi.
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