Citi Group MBS Desk Analyst - VP/C13 

United States, New York, New York 

607319631

Responsibilities:

• Analyze mortgage prepayment data using Python and other tools
• Develop models and algorithms to forecast prepayment rates and identify trends
• Collaborate with other members of the team to develop strategies for managing our portfolio
• Present your findings and recommendations to senior management and stakeholders
• Monitor market conditions and trends to identify potential impacts on the bank's fixed income portfolio
• Develop and maintain strong relationships with external market participants and stakeholders
• Develop 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 preferred
• 6-10 years of experience in Finance including 3-4 years working with Mortgage Backed Securities
• Strong experience with Python and other coding languages
• Demonstrated experience working with mortgage prepayment data and modeling prepayment rates
• Must have strong analytical skills and the ability to think strategically
• Excellent written and verbal communication skills, with the ability to effectively communicate complex ideas to senior management
• Demonstrated proficiency in PowerPoint and Excel, with the ability to create effective presentations and manipulate data effectively
• Must be a team player

Education:

• Bachelor’s degree or Master’s degree in relevant field such as Mathematics, Statistics, Economics, or Computer Science

Anticipated Posting Close Date:

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