Quantitative Modeling and Analytics Officer

7 days ago


New York, New York, United States Citigroup Inc Full time
Job Summary

Citigroup Inc. is seeking a highly skilled Quantitative Modeling and Analytics Officer to join our Corporate Financial Planning and Analysis team. As a key member of the modeling team, you will be responsible for developing, implementing, and maintaining advanced statistical models that support Citi's Balance Sheet and Income Statement forecasting.

Key Responsibilities
  • Develop and implement statistical models for forecasting Citi's Balance Sheet and Income Statement, using macroeconomic and financial market indicators.
  • Collaborate with business leaders to ensure the development, implementation, and use of forecasting models align with business needs and regulatory requirements.
  • Partner with Citi's Operations and Technology team to ensure timely and accurate implementation of developed models.
  • Maintain models in line with Model Risk Management Policy and redevelop models as needed.
  • Document all developed models for use during reviews with senior management, model validation, and regulatory agencies.
Requirements
  • Minimum 5 years of experience in developing advanced statistical models for a financial institution.
  • Advanced degree in a quantitative discipline (e.g., Statistics, Economics, Finance), Ph.D. preferred.
  • Proven track record of successful independent model development and interaction with business stakeholders, internal model risk management, and external regulators.
  • Experience participating in complex end-to-end model development projects.
  • Expert programming skills in Python and intermediate SQL knowledge.
  • Experience developing models in a regulated environment (e.g., Fed, OCC, FDIC) preferred.
  • Excellent communication and interpersonal skills to collaborate with Citi colleagues.
What We Offer
  • Competitive salary and benefits package.
  • Discretionary and formulaic incentive and retention awards.
  • Opportunities for career growth and professional development.


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