Senior Bond Analytics Lead: Structured Finance & Python

Citi; New York (NY); On-site; USD 130,000 - 195,000; Full time

Benefits offered by this job

Medical, dental & vision

401(k) plan

Paid time off

Discretionary incentive awards

Job summary

Citi in New York seeks a Structured Finance Analytics professional to build and validate models from governing legal agreements, and to calculate monthly ABS, CMBS, and RMBS payments. You will design and deploy Python-based tools to improve processing efficiency and support a broad base of investors.

The role requires strong Excel/VBA and Python skills, with knowledge of SQL, SSRS, and ETL. A finance or quantitative degree is expected, with 5+ years in ABS/MBS/CDO domains.

Qualifications

• Bachelor’s degree in finance or quantitative field required.
• 5+ years in ABS/MBS/CDO with deal structure or collateral processing ideal.
• Proficiency with Excel, Python, SQL; FinTech experience preferred.

Responsibilities

• Evaluate and create financial models from governing legal agreements for structured finance products.
• Calculate monthly ABS, CMBS, and RMBS bond payments.
• Design and code bond calculations, collateral scripts; create reconciliation/validation tools.
• Design reports for investors and external clients.
• Design, develop and deploy Python-based utilities to improve processing efficiency.
• Assist in management and maintenance of extensive Python-based structured finance code library.

Skills

Excel

VBA

Python

Access

SQL

SSRS

ASAP

ETL

Cash-flow modeling

Securitized products

Communication

Problem solving

Education

Bachelor’s degree in finance or quantitative field

Master’s degree preferred

Tools

Access

SQL

SSRS

ASAP

ETL

Job description

Citi in New York seeks a Structured Finance Analytics professional to build and validate models from governing legal agreements, and to calculate monthly ABS, CMBS, and RMBS payments. You will design and deploy Python-based tools to improve processing efficiency and support a broad base of investors.

The role requires strong Excel/VBA and Python skills, with knowledge of SQL, SSRS, and ETL. A finance or quantitative degree is expected, with 5+ years in ABS/MBS/CDO domains.