SVP, Trading Desk Information Mgmt. Sr Lead/Quantitative Analyst

Citigroup Inc.; New York (NY); On-site; USD 176,720 - 265,080; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages

Job summary

A leading financial institution is seeking a Data/Information Management Senior Lead in New York, NY. The role involves designing and maintaining software systems for mortgage servicing rights trading, focusing on Python as the core language. Candidates should have 5-10 years of experience in the financial/mortgage industry and demonstrate expertise in Python, VBA, and SQL. Strong analytical thinking and problem-solving abilities are essential. The position offers a salary range between $176,720.00 and $265,080.00, along with comprehensive employee benefits.

Qualifications

• 5-10 years of working experience in a quantitative field, Financial/Mortgage industry required.
• Demonstrated expertise in developing production grade software systems using Python as a core language.
• Advanced knowledge of fixed income derivatives and options.

Responsibilities

• Lead the design of new software systems for the Mortgage Servicing Rights trading desk.
• Modify software for the existing analytics using VBA and SQL.
• Collaborate with internal and external teams to implement and maintain risk reports.

Skills

Python

VBA

SQL

Analytical thinking

Problem-solving

MS Excel

Tools

GitHub

Autosys

Job description

The Data/Information Mgt Sr Lead is a strategic professional who stays abreast of developments in their field and contributes to directional strategy. You will design, build, and maintain tools essential for the running of our business, and you will be a recognized technical authority in the business. Your commercial awareness, communication skills, and diplomacy will be needed to guide, influence, and convince others, in particular colleagues in other areas and occasional external customers. You will impact the business through complex deliverables and the advice and counsel you provide regarding the technology or operations of the business. Your work will impact the overall performance and effectiveness of the sub-function/job family.

Responsibilities

• Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk within the Wealth business, using Python as a core language. Select appropriate architectural patterns (e.g., layered, event-driven, microservices, domain-driven design) to implement effectively in Python ecosystems.
• Ensure the new systems will be designed in conformity with Citi Technology accepted standards, programming languages, and code management tools. These include, but are not limited to, Python, GitHub, Autosys, git, and SQL.
• Understand the role of derivatives in fixed income risk management. Implement, using in-house libraries, software systems to value and analyze fixed income derivatives including interest-rate swaps, swaptions, SOFR futures, mortgage options, Treasury futures, and options on Treasury futures.
• Interact with third‑party valuation systems to enhance the implementation of various financial models involved in the valuation of mortgage assets and TBAs, including interest rate, mortgage prepayment, default, horizon forecast models, etc.
• Analyze user needs and software requirements to determine the feasibility of various design options given time and cost constraints. Document all aspects of applications and systems used by the trading desk for reference, maintenance, and future upgrades.
• Establish and enforce engineering standards for Python code quality, testing, documentation, and dependency management. Support strong controls over code management, release procedures, code protection protocols in conformity with firm policies.
• Modify software for the existing analytics, using VBA and SQL, to correct errors and upgrade existing functionality to address new/changing business requirements.
• Develop programs to automate manual tasks performed by mortgage traders of Correspondent/Mandatory trading desk to increase efficiency in the bidding process for prospective loans to be on-boarded.
• Collaborate with internal Risk, Finance, Product control, Audit, and external vendors to implement, debug, and maintain risk reports and data feeds based on their needs.

Qualifications

• 5-10 years of working experience in a quantitative field, Financial/Mortgage industry required
• Demonstrated expertise in developing production grade software systems using Python as a core language
• Expertise in VBA and SQL
• Experience with GitHub and Autosys preferred
• Advanced knowledge of fixed income derivatives and options
• Excellent analytical thinking, practical problem‑solving abilities, and partnership skills
• Strong MS Excel skills
• Willingness to learn and can‑do attitude
• Experience in preparation of model validation and governance documents preferred.

Primary Location: New York, NY, United States

Full Time Salary Range: $176,720.00 - $265,080.00

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

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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