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Senior Quantitative Model Developer SVP - Hybrid

Job Req ID 23701334 Location(s) Irving, Texas; Tampa, Florida Job Type Hybrid Job Category Risk Management
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The Senior 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 Senior Quantitative Model Developer 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 Model Developer 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 a variety of macroeconomic and financial concepts, including concepts such as interest rates, FX, and credit spreads.
  • Provide thought leadership in the area of quantitative model development, 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 macroeconomic 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 of post-PhD work experience, or 6+ years of post-Master’s work experience
  • Strong understanding of quantitative model development approaches
  • Model development experience at a peer financial institution
  • Proficient in Python
  • Basic understanding of economic and/or financial market 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.
  • 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 required, Ph.D. preferred

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Primary Location:

Irving Texas United States

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Primary Location Salary Range:

$156,160.00 - $234,240.00

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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.

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.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

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