$175,000 – $250,000
Listed on Citigroup’s own careers site. You apply with them directly — we never stand between you and the employer.
What this role is
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. The full posting is on their site.
Skills this role names
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What they ask for
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