Market Trader: MBS Risk & Data Analytics (Hybrid NYC)

Citigroup Inc.; New York (NY); Hybrid; USD 200,000 - 250,000; Full time

Job summary

Citigroup Global Markets Inc. seeks a Trader for its New York, NY location. You will work with Spread Products desks and Independent Risk to manage market risk, capital, and hedging for Agency and Non-Agency products.

The role emphasizes data analysis, automation via Python/SQL, and collaboration across risk, finance, and tech teams. Requirements include a Master’s degree in a related field or 6+ years of experience, with deep knowledge of MBS, TBAs, CMOs, ABS, CMBS, RMBS, CLO, and risk models

Qualifications

• Master's degree or foreign equivalent in Business Analytics, Finance, Statistics, Economics, or related field.
• 4 years of experience in Market Risk/Trading or related role involving MBS and ABS at a global financial institution.
• Alternative: Bachelor's degree and 6+ years of progressive experience in the stated fields.

Responsibilities

• Identify, monitor, and manage market risk and capital for Agency and Non-Agency Backed products.
• Design hedging strategies and monitor drivers of market movements across asset classes.
• Collaborate with trading desks and key risk/finance/tech partners to optimize risk-weighted assets.
• Automate manual processes and improve data accuracy using Python and related tools.
• Contribute to Regulatory/ Audit meetings and CCAR/ stress testing scenarios.

Skills

Mortgage-backed securities

Agency CMOs

Non-Agency securities (ABS, CMBS, RMBS

CLO

Python

SQL

VBA

Bloomberg

Intex

Stress testing

VaR

Regulatory capital (CCAR)

Education

Master's degree in Business Analytics, Finance, Statistics, Economics, or related field

Bachelor's degree with 6+ years relevant experience

Tools

Python

SQL

VBA

Bloomberg

Intex

Job description

Citigroup Global Markets Inc. seeks a Trader for its New York, NY location. You will work with Spread Products desks and Independent Risk to manage market risk, capital, and hedging for Agency and Non-Agency products.

The role emphasizes data analysis, automation via Python/SQL, and collaboration across risk, finance, and tech teams. Requirements include a Master’s degree in a related field or 6+ years of experience, with deep knowledge of MBS, TBAs, CMOs, ABS, CMBS, RMBS, CLO, and risk models