Senior Mortgage Analytics & Modeling Lead

Citigroup Inc.; New York (NY); Hybrid; USD 175,000 - 250,000; Full time

Benefits offered by this job

Hybrid schedule

Competitive compensation

Benefits package

Job summary

Citi is seeking a Quantitative Analyst to join the Mortgage Analysis team within the Markets Quantitative Analysis (MQA) organization. You will build and advance agency prepayment models that inform trading decisions and risk management across Citi's mortgage business, collaborating with traders, structurers, and technologists to deliver robust, production-quality solutions.

This role blends mathematical finance, data, and software, with hands-on modeling from day one, in a hybrid NYC

Qualifications

• 1 to 6 years of experience in a quantitative modeling or analytics role within the financial sector.

Responsibilities

• Develop and enhance agency prepayment models for forecasting mortgage behavior.
• Build and support quantitative models in C++ and Python with production-quality standards.
• Collaborate with traders, structurers, and technology teams to integrate models into workflows.
• Engage with risk, compliance, and finance to maintain governance around modeling.
• Assess risk/return of quantitative approaches to uphold model integrity.

Skills

Prepayment modeling

Statistical methods

C++

Python

Communication

Collaboration with traders

Education

Master's degree in a quantitative discipline

Tools

C++

Python

Job description

Citi is seeking a Quantitative Analyst to join the Mortgage Analysis team within the Markets Quantitative Analysis (MQA) organization. You will build and advance agency prepayment models that inform trading decisions and risk management across Citi's mortgage business, collaborating with traders, structurers, and technologists to deliver robust, production-quality solutions.

This role blends mathematical finance, data, and software, with hands-on modeling from day one, in a hybrid NYC