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Quantitative Analyst

3 months ago

New York, United States Citi Full time

We are looking for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is primarily responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics to assist trading and risk management of the securitized sectors including agency/non-agency RMBS, CMBS, and ABS. The specific role will focus on supporting the CMBS and CRE trading desk and F&S business.

As a Quantitative Analyst there is a huge opportunity to learn within this role as you will be working with senior analysts and trading desks helping them develop and improve complex models, provide data analysis and trade ideas, and develop analytics to access enormous dataset to enable in-depth analysis of CMBS securities.

In this quantitative role, you will build models and analytics using C++, Python, and SQL. The Analyst will be an integral part of the trading process, where the emphasis will be on delivering intuitive models, analytics that allow in-depth data analysis of underlying loans, and providing an insightful value-added service for the trading business by generating analysis that leads to trade recommendation or identifying mispriced securities. The successful Analyst will effectively balance daily functions with numerous ad-hoc requests.

**Responsibilities**:

- Develop models, using C++, Python, and SQL, to price and assess risk on CMBS securities.
- Writing complex queries and build analytics to analyze enormous CMBS dataset and provide analysis, reports, and historical performance trends.
- Work with various other groups including internal risk management group, technology team, model validation group, and clients for both day-to-day issues such as running risk reports, providing data and analysis, addressing incorrect model projections and data issues, as well as longer term projects.
- Monitor CMBS market activity and provide traders with updated market news and potential impact on collateral performance and market pricing. Emphasis will also be on trade idea generation and sector specific research.
- Contributing as part of a team in providing innovative ideas and input that are expected and sought from everyone involved.
- Graduate degree in Computer Science, Mathematics, or any Quantitative field of study.
- Strong programming skills preferably in C++ and Python.
- 5+ years of experience in CMBS, with proven knowledge of the product area.
- Experience working with large datasets and having exposure to commercial mortgage databases such as Trepp, CoStar, and Intex.
- Experience with industry standard tools such as Intex, Bloomberg, and Trepp.
- High attention to detail.
- Possesses good communication skills

**Education**:

- Bachelor’s/University degree, Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
- **Job Family Group**:
Institutional Trading
- **Job Family**:
Quantitative Analysis
- **Time Type**:
Full time
- **Primary Location**:
New York New York United States
- **Primary Location Full Time Salary Range**:
$200,000.00 - $300,000.00
- **Anticipated Posting Close Date**:
May 22, 2024
- Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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