Senior Agency Mortgage Strategist

Citi • New York, NY

12d • $250,000 - $500,000 • Onsite

About The Position

We are looking for a Senior Strategist to lead the Agency Mortgage-Backed Securities (MBS) research effort. The person will be responsible for managing the Agency MBS team, identifying relative value trade ideas, leading the prepayment strategy, 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.

Requirements

• 10+ years relevant experience.
• Clear and effective communications both written and spoken.
• Strong understanding in fixed income assets and their valuations.
• Solid technical skills including Python, Excel, and a database querying language (e.g. SQL, XML, etc).
• Methodical approach and demonstrated organizational capabilities.

Nice To Haves

• Master's degree preferred.

Responsibilities

• Manage the Agency MBS team.
• Identify relative value trade ideas.
• Lead the prepayment strategy, along with collateral and issuance trends.
• Build strong relationships with Citi’s institutional clients.
• Mentor and train the junior members of the team.
• Analyze trends in Agency Mortgage-Backed Securities using quantitative and analytical skills.
• Analyze relative values of securities and recommend improvements to valuation frameworks.
• Leverage quantitative skills to analyze data and identify trends in prepayments, issuance, and supply and demand.
• Collect, process, and summarize data and insights into written investment reports.
• 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.

Benefits

• medical
• dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

What This Job Offers

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