Residential Mortgage Analytics - Assistant Vice President

Citigroup's Residential Mortgage Analytics group, a unit within Spread Products, is seeking a highly analytical and detail-oriented Assistant Vice President. The candidate will be joining a larger Residential Mortgages team and collaborate closely alongside due diligence, trading, structuring and banking functions.  There will also be interaction with clients as well as technology and operations teams.   The ideal candidate will have comfort working with large datasets, meeting tight deadlines, and contributing immediately in a fast-paced, data-driven environment.

Responsibilities

• Analyze and manage data and reporting for the trading/financing desks as related to purchases, sales, securitizations, and WH financing
• Normalize, aggregate, and reconcile loan data from various counterparties and vendors
• Identify and create controls to ensure data integrity, processes and workflows across systems and reporting
• Maintain and manage Python codebase within a Git version control environment
• Assist in migrating legacy codebase to Python
• Test and implement vendor products in support of long-term technology initiatives

Qualifications

• At least 3 years of relevant experience in a quantitative, analytical, or technical role
• Prior experience with residential mortgage data or RMBS strongly preferred
• Bachelor’s degree in Engineering, Mathematics, Statistics, Computer Science, Data Science or related field
• Proficiency in SQL for data querying, transformation, and validation
• Proficiency in Python for data normalization and analysis
• Advanced Excel skills for data management and reporting
• Experience working within a Git version control environment
• Strong analytical skills and attention to detail
• Ability to communicate clearly with both technical and non-technical stakeholders
• Strong sense of ownership and a team-player mindset

Education

• Bachelor’s degree in Engineering, Mathematics, Statistics, Computer Science, Data Science or related field

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.