MBS Desk Analyst - VP/C13

The Balance Sheet Mgmt Ld Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-functionjob family.Responsibilities:Analyze mortgage prepayment data using Python and other toolsDevelop models and algorithms to forecast prepayment rates and identify trendsCollaborate with other members of the team to develop strategies for managing our portfolioPresent your findings and recommendations to senior management and stakeholdersMonitor market conditions and trends to identify potential impacts on the bank's fixed income portfolioDevelop and maintain strong relationships with external market participants and stakeholdersDevelop an understanding of data and technology infrastructure supporting the liquidity reporting process.Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.Qualifications:Bachelor's degree or Master's degree in relevant field such as Mathematics, Statistics, Economics, or Computer Science preferred6-10 years of experience in Finance including 3-4 years working with Mortgage Backed SecuritiesStrong experience with Python and other coding languagesDemonstrated experience working with mortgage prepayment data and modeling prepayment ratesMust have strong analytical skills and the ability to think strategicallyExcellent written and verbal communication skills, with the ability to effectively communicate complex ideas to senior managementDemonstrated proficiency in PowerPoint and Excel, with the ability to create effective presentations and manipulate data effectivelyMust be a team playerEducation:Bachelor's degree or Master's degree in relevant field such as Mathematics, Statistics, Economics, or Computer ScienceJob Family Group: FinanceJob Family:Balance Sheet ManagementTime Type:Full timePrimary Location:New York New York United StatesPrimary Location Full Time Salary Range:$142,320.00 - $213,480.00In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit . Available offerings may vary by jurisdiction, job level, and date of hire.Anticipated Posting Close Date:May 21, 2024Citi is an equal opportunity and affirmative action employer.Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools andor apply for a career opportunity review Accessibility at Citi.View the "EEO is the Law" poster. View the EEO is the Law Supplement.View the EEO Policy Statement.View the Pay Transparency Posting

Created: 2025-01-27