Svp, Trading Desk Information Mgmt. Sr Lead/quantitative Analyst

Citi Handlowy

New York, New York, United States
Base: $176,720.00 - $265,080.00; bonus/equity: dis...
Python for production-grade software
Fixed income derivatives valuation
Mortgage asset and tba valuation
Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk

Job Summary

  • Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk.
  • Implement software systems to value and analyze fixed income derivatives using in-house libraries.
  • Modify existing analytics using VBA and SQL to correct errors and upgrade functionality.

Matching Summary

Lead the design of new software systems to manage portfolio risks for the Mortgage Servicing Rights trading desk.

Salary

Base: $176,720.00 - $265,080.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards; Benefits: Medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid time off packages

Skills & Requirements

Must-have

  • Python for production-grade software
  • Fixed income derivatives valuation
  • Mortgage asset and TBA valuation
  • VBA and SQL for analytics modification
  • Automate manual trading tasks

Nice-to-have

  • Commercial awareness and diplomacy
  • Model validation and governance documents

Key Requirements

  • 5-10 years quantitative field experience
  • Financial/Mortgage industry experience
  • Expertise in Python development
  • Expertise in VBA and SQL
  • Advanced fixed income derivatives knowledge
  • Strong analytical and problem-solving skills
  • Strong MS Excel skills

Work Rights

Not specified

Tailored Resume

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