Job Information

Citigroup MBS Desk Analyst - VP/C13 in New York, New York

The Balance Sheet Mgmt Ld Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.


  • Analyze mortgage prepayment data using Python and other tools

  • Develop models and algorithms to forecast prepayment rates and identify trends

  • Collaborate with other members of the team to develop strategies for managing our portfolio

  • Present your findings and recommendations to senior management and stakeholders

  • Monitor market conditions and trends to identify potential impacts on the bank's fixed income portfolio

  • Develop and maintain strong relationships with external market participants and stakeholders

  • Develop an understanding of data and technology infrastructure supporting the liquidity reporting process.

  • 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.


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

  • 6-10 years of experience in Finance including 3-4 years working with Mortgage Backed Securities

  • Strong experience with Python and other coding languages

  • Demonstrated experience working with mortgage prepayment data and modeling prepayment rates

  • Must have strong analytical skills and the ability to think strategically

  • Excellent written and verbal communication skills, with the ability to effectively communicate complex ideas to senior management

  • Demonstrated proficiency in PowerPoint and Excel, with the ability to create effective presentations and manipulate data effectively

  • Must be a team player


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

Job Family Group:


Job Family:

Balance Sheet Management

Time Type:

Full time

Primary Location:

New York New York United States

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 Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date:

May 21, 2024

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 ( .

View the "EEO is the Law ( " poster. View the EEO is the Law Supplement ( .

View the EEO Policy Statement ( .

View the Pay Transparency Posting (

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.