MBS Desk Analyst - VP/C13

The Balance Sheet Management Lead Analyst is a strategic professional who stays current with developments in their field and contributes to the broader business strategy. This individual serves as a recognized technical authority within the business and collaborates with colleagues across departments to enhance analytical and forecasting capabilities. The role requires strong communication and diplomacy skills to influence and guide decision-making. Their work has a significant impact on portfolio management and financial strategy, ultimately affecting the performance and effectiveness of the sub-function and job family.

Responsibilities:

• Design and implement Python-based tools for portfolio analysis and forecasting to support strategic decision-making.
• Develop models and analytics to assess portfolio risk, optimize asset allocation, and enhance financial forecasting.
• Conduct in-depth financial analysis and present key insights, trends, and recommendations to senior management to drive strategic decision-making.
• Work closely with technology teams to enhance existing analytical platforms and automate data processing for portfolio management.
• Collaborate with stakeholders to improve portfolio strategies, incorporating market trends and financial risk assessments.
• Monitor macroeconomic conditions, interest rate movements, and market trends to assess their impact on the bank’s fixed income portfolio.
• Transact in agency MBS securities while ensuring compliance with regulatory, accounting, and risk management constraints.
• Develop and maintain strong relationships with external market participants and stakeholders.
• Gain a deep understanding of the data and technology infrastructure supporting balance sheet management and liquidity reporting.
• Apply expertise in fixed income products, including mortgage-backed securities and interest rate derivatives, to drive portfolio strategy.
• Appropriately assess risk when making business decisions, ensuring compliance with applicable laws, regulations, and internal policies.

Qualifications:

• Bachelor’s or Master’s degree in a relevant field such as Mathematics, Statistics, Economics, or Computer Science preferred.
• 5-7 years of experience in Finance, with a strong background in fixed income portfolio management.
• Extensive experience with Python and other coding languages for financial modeling and data analysis.
• Demonstrated experience in developing analytical tools and financial forecasting models to support portfolio strategy.
• Experience in trading or transacting in agency MBS securities within regulatory and accounting guidelines.
• Familiarity with swaps and their applications in hedging and risk management is a plus.
• Strong analytical skills with a strategic and problem-solving mindset.
• Excellent written and verbal communication skills, with the ability to convey complex ideas effectively to senior management.
• Proficiency in PowerPoint and Excel for creating presentations and analyzing financial data.
• Must be a team player with a collaborative and results-driven approach.

Education:

• Bachelor’s or Master’s degree in a relevant field such as Mathematics, Statistics, Economics, or Computer Science.

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Job Family Group:

Finance

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Job Family:

Balance Sheet & Balance Sheet Attribution Management

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$142,320.00 - $213,480.00

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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Anticipated Posting Close Date:

Mar 25, 2025

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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