Citi Group Mortgage Database Valuation Specialist – C13 - Hybrid 

United States, Missouri, O’Fallon 

389458529

Responsibilities:

• Maintains a database of mortgage loans.
• Tracks the prepayment and default behavior of the loans.
• Runs complex econometric models to estimate the value and risk sensitivities of the MSR.
• Consults outside firms for independent valuations for the MSR.
• Works with Citi’s lending group to price new servicing rights. Using that price, the lending group sets the mortgage rate offered to Citi’s customers.
• Keeps abreast of trends in the MSR market and reports developments to senior leaders.
• Preparing and validating reports and business analytics.
• Collaborates with traders who hedge the MSR.

Qualifications:

• 5-10 years of relevant work experience.
• Prior working experience with Databases using advanced SQL experience.
• Intermediate Python, including plotting and statistics libraries.
• Basic understanding of statistics.
• Proficient in Microsoft Office with an emphasis on MS Excel.
• Prior experience with VBA, and Access preferred.
• Familiarity with mortgages and mortgage-backed securities is a big plus, but superlative tech skills can make up for its absence.
• Curiosity about banking, mortgage and consumer lending.
• The ability to work independently with minimal supervision.
• A flair for improving processes without being asked to do so.
• Must have the ability to prioritize, be detail oriented & results driven.
• Consistently demonstrates clear and concise written and verbal communication skills.

Education:

• Bachelor's Degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Anticipated Posting Close Date:

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