SVP, Trading Desk Information Mgmt. Sr Lead/Quantitative Analyst

Citi•New York, NY

About The Position

The Data/Information Mgt Sr Lead is a strategic professional who stays abreast of developments in their field and contributes to directional strategy. You will design, build, and maintain tools essential for the running of our business, and you will be a recognized technical authority in the business. Your commercial awareness, communication skills, and diplomacy will be needed to guide, influence, and convince others, in particular colleagues in other areas and occasional external customers. You will impact the business through complex deliverables and the advice and counsel you provide regarding the technology or operations of the business. Your work will impact the overall performance and effectiveness of the sub-function/job family.

Requirements

5-10 years of working experience in a quantitative field, Financial/Mortgage industry required
Demonstrated expertise in developing production grade software systems using Python as a core language
Expertise in VBA and SQL
Experience with GitHub and Autosys preferred
Advanced knowledge of fixed income derivatives and options
Excellent analytical thinking, practical problem-solving abilities, and partnership skills
Strong MS Excel skills
Willingness to learn and can-do attitude

Responsibilities

Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk within the Wealth business, using Python as a core language.
Select appropriate architectural patterns (e.g., layered, event‑driven, microservices, domain‑driven design) to implement effectively in Python ecosystems.
Ensure the new systems will be designed in conformity with Citi Technology accepted standards, programming languages, and code management tools. These include, but are not limited to, Python, GitHub, Autosys, git, and SQL.
Understand the role of derivatives in fixed income risk management.
Implement, using in-house libraries, software systems to value and analyze fixed income derivatives including interest-rate swaps, swaptions, SOFR futures, mortgage options, Treasury futures, and options on Treasury futures.
Interact with third-party valuation systems to enhance the implementation of various financial models involved in the valuation of mortgage assets and TBAs, including interest rate, mortgage prepayment, default, horizon forecast models, etc.
Analyze user needs and software requirements to determine the feasibility of various design options given time and cost constraints.
Document all aspects of applications and systems used by the trading desk for reference, maintenance, and future upgrades.
Establish and enforce engineering standards for Python code quality, testing, documentation, and dependency management.
Support strong controls over code management, release procedures, code protection protocols in conformity with firm policies.
Modify software for the existing analytics, using VBA and SQL, to correct errors and upgrade existing functionality to address new/changing business requirements.
Develop programs to automate manual tasks performed by mortgage traders of Correspondent/Mandatory trading desk to increase efficiency in the bidding process for prospective loans to be on-boarded.
Collaborate with internal Risk, Finance, Product control, Audit, and external vendors to implement, debug, and maintain risk reports and data feeds based on their needs.

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.

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