Job Description
CTI is currently hiring 2 MBS Desk Analysts (C13/VP) for our Mortgage Backed Securities team.
We are looking for individuals with diverse backgrounds to join our team. We welcome applications from people of all ages, including seniors, refugees, individuals with visible and invisible disabilities, LGBTQIA+ individuals, and veterans.
Responsibilities:
- Analyze mortgage prepayment data using Python and other tools
- Develop models and algorithms to forecast prepayment rates and identify trends
- Collaborate with the team to develop strategies for managing our portfolio
- Present findings and recommendations to senior management and stakeholders
- Monitor market conditions to identify potential impacts on the bank's fixed income portfolio
- Build and maintain relationships with external market participants
- Understand data and technology infrastructure supporting liquidity reporting
- Make decisions that consider risk and compliance with laws and regulations
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
- Experience working with mortgage prepayment data and modeling prepayment rates
- Strong analytical and strategic thinking skills
- Excellent written and verbal communication skills
- Proficiency in PowerPoint and Excel
- Ability to work well in a team
Education:
- Bachelor’s degree or Master’s degree in relevant field such as Mathematics, Statistics, Economics, or Computer Science
Job Details:
- Job Family Group: Finance
- Job Family: Balance Sheet Management
- Time Type: Full-time
- Location: New York, United States
- Salary Range: $137,610.00 - $206,420.00
Citi is an equal opportunity and affirmative action employer. We welcome individuals of all backgrounds to apply, including those with disabilities. If you require any accommodations to apply for a career opportunity, please review our Accessibility at Citi page.
If you want to learn more about our policies and commitments, please review the following:
- EEO is the Law
- EEO is the Law Supplement
- EEO Policy Statement
- Pay Transparency Posting