From: Hurite, Alan S
Date: 4 Apr 2005
Subject: New York, NY: VP - Econometrician/Manager - Analytic Delivery at Citigroup
- This position involves all aspects of analytic project management including but not limited to:
- Defining business requirements
- Identifying and extracting the modeling universe (including sampling and weights)
- Preprocessing data
- Exploring relationships
- Selecting appropriate variables
- Developing and validating models
- Implementing models, and
- Tracking model performance.
- In addition to the standard predictive modeling techniques such as OLS, logit, decision trees, the incumbent will be expected to deploy marketing mix models, discrete choice, nested choice, multinomial logit, duration models, models with self-selectivity, 2-stage estimation, Bayesian estimation, etc.
- Knowledge of data reduction techniques such as principal components, factor analysis, cluster analysis is also required.
HIRING MANAGER: Ismail Parsa - Senior Delivery Manager
- A minimum of M.S. in Statistics or a quantitative field is required, Ph.D. preferred.
- This position requires 3-5 years of applied statistical analysis and econometric modeling experience in an industrial setting, preferably in CPG or retail.
- Proficiency in SAS including SAS/Access, Enterprise Guide, Enterprise Miner, ETS, STAT is required. Familiarity with LIMDEP is preferred.
- Ability to automate analytic processes using SAS/Macros is preferred.
- Familiarity with UNIX.
- Excellent written and verbal communication skills.
- Proven ability to manage large-scale analytical projects is essential.
Steven Ottenstein-Vice President, Human Resources