Citadel FI&M Central Bank Challenge April 2026

Policy-Path Scenario Engine

Built the model used to compare feasible Fed paths across a common macro baseline and shared stress scenarios.

Original Model Result slide: expected versus final loss, downside shock comparisons and policy-path ranking; the quantitative model recommends Hold.
Freeze Inputs Walk Policy Paths Apply Shocks Score Tradeoffs Rank Decisions

Python · Bloomberg/public-source exports · ARDL-style / prior-based transmission · BVARX checks · Scenario simulation · Automated reporting

A — Freeze Inputs

Lock one macro baseline, define sector drivers, candidate paths and shared shocks.

Original Block A slide showing the common macro snapshot, four sector-driver baselines, sector measurement weights, feasible policy paths and a shared shock library.

B — Walk Paths Forward

Pass policy deviations through financial conditions, then growth, labour and inflation.

Original Block B slide showing quarterly policy mapping, financial-conditions transmission, recursive macro spillovers and driver-level shock propagation.

C — Score Tradeoffs

Compare paths across horizons and scenarios using explicit policy-loss penalties.

Original Block C slide showing policy targets, horizon weights, asymmetric sector penalties and the stability-adjusted decision ranking.
Slide 2 of the complete team presentation: Agenda.

Full presentation

View the 15-slide team pitch.

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Presentation