Climate Scenario Developer
4 days ago
Citigroup Inc. is a global financial institution with a long history of providing financial services to clients around the world.
The company has been established in Dublin, Ireland and has a presence in multiple regions, including Europe, North America, and Asia Pacific.
Citigroup Inc. is committed to serving as a trusted partner to its clients by responsibly providing financial services that enable growth and economic progress.
Job Description
This role provides an exciting opportunity to be part of building Citigroup's capabilities in climate scenario development and risk management.
As a Model Development Lead for Climate Scenarios, you will be responsible for developing and implementing statistical models to analyze and manage climate-related risks.
Your primary focus will be on building best-in-class models to translate climate variables into macroeconomic and microeconomic variables.
You will work closely with senior management and subject matter experts to develop scenario design and expansion approaches, conduct research to identify causal drivers, and ensure methodological consistency and coherency across scenarios developed and used across the organization.
Required Skills and Qualifications
To succeed in this role, you will need a strong understanding of econometric model development and experience in building and delivering new capabilities across diverse stakeholder groups.
You should be proficient in Python, Matlab, and have experience with the full software development life cycle.
A minimum of 4 years of post-PhD work experience or 6 years of post-Master's work experience is required.
Prior experience with scenario analysis and stress testing, physical risk data providers, and industry leading climate risk models is desirable.
Benefits
This role offers a competitive base salary, annual reviews, and a range of benefits that support your well-being and career growth.
You will also have the opportunity to work in a business casual environment with a hybrid working model and interact with senior management and subject matter experts on a regular basis.
Other Information
Citigroup Inc. is an equal opportunity and affirmative action employer.
We are committed to creating an inclusive workplace where everyone feels comfortable coming to work as their whole self every day.
We want the best talent from around the world to join us and thrive in our dynamic environment.
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