# Mortgage Quantitative Analyst, VP

Hiring organization: [Citigroup](https://career.thegoodapps.co/organizations/citigroup)

Canonical page: https://career.thegoodapps.co/jobs/af45f038-36c0-4809-bd23-38f9abbfa80f

Listed on Citigroup's own careers site. Applications go to them directly.

- Employment type: full time
- Seniority: Executive
- Location: New York, NY
- Salary: 175000 – 250000 USD per year

## Summary

A senior quantitative analyst role focused on building and validating sophisticated models for mortgage-backed securities and asset-backed securities, with responsibility for mentoring junior analysts and supporting trading operations. This position suits experienced quants with deep expertise in mortgage securitization modeling and a track record of delivering actionable insights to trading desks.

_Our summary, not Citigroup's wording._

## Skills named

C++, Machine Learning, Python, PyTorch, scikit-learn, SQL, TensorFlow

## Required

- 4-6 years developing prepayment and default models for mortgage pricing and risk management
- Experience with prime jumbo, Alt-A/Non-QM, RPL, CRT and similar mortgage types
- Direct support to trading and finance & sales desks
- Experience with mortgage databases including LoanPerformance and Fannie/Freddie Credit Risk Transfer
- Expert-level programming in C++, SQL, and Python
- Machine learning frameworks experience
- Graduate degree in Computer Science, Mathematics, Physics, Engineering, or quantitative field

## Nice to have

- Experience with various cashflow analytics tools

Apply on Citigroup's site: https://citi.wd5.myworkdayjobs.com/en-US/2/job/New-York-New-York-United-States/Credit-Algorithmic-Market-Making-Quant----VP_26969342