MBS Desk Analyst - C12/AVP

Responsibilities:

• Maintain and develop Python and Excel-based tools for portfolio analytics, risk management, and portfolio monitoring
• Perform in-depth analysis of portfolio returns and performance metrics
• Monitor portfolio risk metrics and ensure compliance with risk limits
• Track daily P&L performance, identifying key drivers of gains/losses
• Manage cash balances and monitor liquidity metrics
• Assist in portfolio rebalancing and execution of hedging transactions
• Collaborate with senior traders and portfolio managers to implement investment strategies
• Prepare regular reports and presentations for internal stakeholders
• Ensure compliance with regulatory requirements and internal risk policies

Qualifications:

• 2-4 years of relevant job experience
• Familiarity with Agency MBS and fixed income markets
• Proficiency in Python for financial analysis and tool development
• Advanced Excel skills, including VBA for model building and automation
• Experience with Bloomberg or other trading and financial market data platforms
• Strong analytical skills and attention to detail
• Ability to prioritize competing high-value projects and manage multiple tasks efficiently
• Excellent written and verbal communication skills
• Familiarity with risk management concepts, P&L attribution, and hedging strategies
• Demonstrated proficiency in PowerPoint and Excel, with the ability to create effective presentations and manipulate data effectively
• Ability to collaborate with traders, portfolio managers, and other teams within the bank

Education:

• Bachelor’s degree in relevant field such as Mathematics, Statistics, Economics, or Computer Science

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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.

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Anticipated Posting Close Date:

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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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