Agency Mortgage-Backed Securities Strategist, Vice President

Job description

We are looking for an experienced Agency Mortgage-Backed Securities (MBS) strategist. The person will be responsible for leading the prepayment strategy effort within the Agency MBS team, identifying relative value trade ideas, along with collateral and issuance trends. They will also be responsible for building strong relationships with Citi’s institutional clients and mentoring and training the junior members of the team. Responsibilities: Qualifications: Education: - The strategist is expected to apply their quantitative and analytical skills into analyzing trends in Agency Mortgage-Backed Securities. - Leverage quantitative skills to analyze vast amounts of data and identify trends in prepayment, issuance, and supply and demand. - Analyze relative values of the securities and recommend improvements to the existing valuation frameworks. - Collect, process, and summarize data and insights into written investment reports to help clients make investment decisions. - Develop relationships with Citi clients and collaborate with sales, trading, and quants. Address client questions and requests. - Engage in Citi’s broader corporate objectives, such as recruitment and training of junior...