Citi Group MBS Desk Analyst - VP/C13 

United States, New York, New York 

607319631

Responsibilities:

• Design and implement Python-based tools for portfolio analysis and forecasting to support strategic decision-making.
• Develop models and analytics to assess portfolio risk, optimize asset allocation, and enhance financial forecasting.
• Conduct in-depth financial analysis and present key insights, trends, and recommendations to senior management to drive strategic decision-making.
• Work closely with technology teams to enhance existing analytical platforms and automate data processing for portfolio management.
• Collaborate with stakeholders to improve portfolio strategies, incorporating market trends and financial risk assessments.
• Monitor macroeconomic conditions, interest rate movements, and market trends to assess their impact on the bank’s fixed income portfolio.
• Transact in agency MBS securities while ensuring compliance with regulatory, accounting, and risk management constraints.
• Develop and maintain strong relationships with external market participants and stakeholders.
• Gain a deep understanding of the data and technology infrastructure supporting balance sheet management and liquidity reporting.
• Apply expertise in fixed income products, including mortgage-backed securities and interest rate derivatives, to drive portfolio strategy.
• Appropriately assess risk when making business decisions, ensuring compliance with applicable laws, regulations, and internal policies.

Qualifications:

• Bachelor’s or Master’s degree in a relevant field such as Mathematics, Statistics, Economics, or Computer Science preferred.
• 5-7 years of experience in Finance, with a strong background in fixed income portfolio management.
• Extensive experience with Python and other coding languages for financial modeling and data analysis.
• Demonstrated experience in developing analytical tools and financial forecasting models to support portfolio strategy.
• Experience in trading or transacting in agency MBS securities within regulatory and accounting guidelines.
• Familiarity with swaps and their applications in hedging and risk management is a plus.
• Strong analytical skills with a strategic and problem-solving mindset.
• Excellent written and verbal communication skills, with the ability to convey complex ideas effectively to senior management.
• Proficiency in PowerPoint and Excel for creating presentations and analyzing financial data.
• Must be a team player with a collaborative and results-driven approach.

Education:

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

Anticipated Posting Close Date:

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