Agency Mortgage-Backed Securities Strategist, Vice President

Citi • New York, NY

1d

About The Position

We are looking for an experienced Agency Mortgage-Backed Securities (MBS) strategist. The person will be responsible for leading the prepayment strategy effort within the Agency MBS team, identifying relative value trade ideas, along with collateral and issuance trends. They will also be responsible for building strong relationships with Citi’s institutional clients and mentoring and training the junior members of the team. Responsibilities: The strategist is expected to apply their quantitative and analytical skills into analyzing trends in Agency Mortgage-Backed Securities. Leverage quantitative skills to analyze vast amounts of data and identify trends in prepayment, issuance, and supply and demand. Analyze relative values of the securities and recommend improvements to the existing valuation frameworks. Collect, process, and summarize data and insights into written investment reports to help clients make investment decisions. Develop relationships with Citi clients and collaborate with sales, trading, and quants. Address client questions and requests. Engage in Citi’s broader corporate objectives, such as recruitment and training of junior analysts and associates. Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Requirements

• 6-10 years relevant experience
• Clear and effective communications both written and spoken
• Strong understanding in fixed income assets and their valuations
• Previous experience in Agency MBS required
• Solid technical skills including Python, Excel, and a database querying language (e.g. SQL, XML, etc)
• Methodical approach and demonstrated organizational capabilities
• Good interpersonal skills and proven team player
• Possess a positive attitude, drive and initiative
• Secure and maintain applicable licenses (Series SIE, 7, and 63)

Nice To Haves

• Master’s degree preferred

Responsibilities

• Leading the prepayment strategy effort within the Agency MBS team
• Identifying relative value trade ideas, along with collateral and issuance trends
• Building strong relationships with Citi’s institutional clients
• Mentoring and training the junior members of the team
• Analyzing trends in Agency Mortgage-Backed Securities
• Leveraging quantitative skills to analyze vast amounts of data and identify trends in prepayment, issuance, and supply and demand
• Analyzing relative values of the securities and recommend improvements to the existing valuation frameworks
• Collecting, processing, and summarizing data and insights into written investment reports to help clients make investment decisions
• Developing relationships with Citi clients and collaborate with sales, trading, and quants
• Addressing client questions and requests
• Engaging in Citi’s broader corporate objectives, such as recruitment and training of junior analysts and associates
• Assessing risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Benefits

• In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
• Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
• Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
• For additional information regarding Citi employee benefits, please visit citibenefits.com.
• Available offerings may vary by jurisdiction, job level, and date of hire.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level