What are the responsibilities and job description for the MBS DESK ANALYST - C12/AVP position at Citigroup?

Responsibilities :

Maintain and develop Python and Excel-based tools for portfolio analytics, risk management, and portfolio monitoring

Perform in-depth analysis of portfolio returns and performance metrics

Monitor portfolio risk metrics and ensure compliance with risk limits

Track daily P&L performance, identifying key drivers of gains / losses

Manage cash balances and monitor liquidity metrics

Assist in portfolio rebalancing and execution of hedging transactions

Collaborate with senior traders and portfolio managers to implement investment strategies

Prepare regular reports and presentations for internal stakeholders

Ensure compliance with regulatory requirements and internal risk policies

Qualifications :

2-4 years of relevant job experience

Familiarity with Agency MBS and fixed income markets

Proficiency in Python for financial analysis and tool development

Advanced Excel skills, including VBA for model building and automation

Experience with Bloomberg or other trading and financial market data platforms

Strong analytical skills and attention to detail

Ability to prioritize competing high-value projects and manage multiple tasks efficiently

Excellent written and verbal communication skills

Familiarity with risk management concepts, P&L attribution, and hedging strategies

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

Ability to collaborate with traders, portfolio managers, and other teams within the bank

Education :

Bachelors degree in relevant field such as Mathematics, Statistics, Economics, or Computer Science

Job Family Group :

Finance

Job Family :

Balance Sheet Management

Time Type :

Full time

Primary Location :

New York New York United States

Primary Location Full Time Salary Range :

109,120.00 - $163,680.00

In addition to salary, Citis 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.

Anticipated Posting Close Date :

Oct 11, 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 (https : / / www.citigroup.com / citi / accessibility / application-accessibility.htm)

View the EEO is the Law (https : / / www.dol.gov / sites / dolgov / files / ofccp / regs / compliance / posters / pdf / eeopost.pdf) poster. View the EEO is the Law Supplement (https : / / www.dol.gov / sites / dolgov / files / ofccp / regs / compliance / posters / pdf / OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .

View the EEO Policy Statement (http : / / citi.com / citi / diversity / assets / pdf / eeo_aa_policy.pdf) .

View the Pay Transparency Posting (https : / / www.dol.gov / sites / dolgov / files / ofccp / pdf / pay-transp_ English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

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

Salary : $109,120 - $163,680

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MBS DESK ANALYST - C12/AVP

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