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Mortgage Quantitative Analyst, AVP at Citi - ApplyBlast

Mortgage Quantitative Analyst, AVP

Citi

7 days ago

3.6 on Glassdoor

New York, New York, United States

Onsite

Full Time

Senior

0 applicants

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About this role

The Mortgage Quantitative Analyst, AVP role involves driving the application of advanced analytics and machine learning within the securitized products business, focusing on RMBS securities and whole loans. The position requires developing sophisticated models to price and assess risk, projecting prepayment and default rates, and generating insightful data analysis and trade ideas. The analyst will collaborate closely with the trading desk and other groups, including risk management and technology, to support trading activities and business needs.

Responsibilities

Develop and validate sophisticated models to price and assess risk on RMBS pools and securities
Apply advanced statistical and machine learning modeling to project prepayment and default rates
Build and deploy models and analytics using Python, SQL, and C++ to support trading desks

Skills

Qualifications

MastersPhD

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

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Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.