Senior Economist, Citi

Citi

Location:
Canada, Mississauga

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Vice President of Economic Scenario Design reports to the Head of Macro Scenario Design. S/He will be responsible for developing quantitative and qualitative forecast models in the firm-wide economic scenario generation and other stress testing processes, including CECL, Rapid Stress Testing (RST), CCAR and enterprise stress testing etc. S/He will support all scenario design, model development, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting, and reviews. This role also collaborates with the Economics and Strategy Research teams, other Risk functions, several line of businesses, and Finance.

Job Responsibility:

Support scenario design process, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios
Updating internal documentation related to scenario design and projections
Communicate results to diverse audiences
Provide guidance to junior economists as and when necessary
Represent the bank in interactions with regulatory agencies, as required
Work with Risk ID team to map Top and Material Risks to the scenario narratives

Requirements:

6-10 years of economic research and model development experience in forecasting economic and financial variables
Experienced in building macroeconomic forecasting models
Familiar with CCAR/CECL scenarios
Experience of working with large data sets
Proficiency in a statistical software package (e.g. Python/R) or similar preferred
Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions
Ability to deliver in tight deadlines
Inquisitive nature, strong quantitative, analytical, and problem-solving skills
Demonstrated project management and organizational skills and capability to handle multiple projects at one time

What we offer:

Best-in-class benefits
Equal opportunity employer
Reasonable accommodations for applicants with disabilities

Additional Information:

Job Posted:
May 08, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Senior Economist