full-time
Senior Quantitative Analyst, Agency Prepayment Modeling
Citi
- Employer
- Citi
- Location
- New York
- Working pattern
- hybrid
- Salary
- $175,000–$250,000 / year
About the role
Develop and enhance agency prepayment models to inform trading decisions and risk management within the mortgage business. Collaborate with traders, structurers, and technologists to integrate these models into production-quality trading workflows. Requires 1 to 6 years of experience in quantitative modeling with deep expertise in prepayment modeling and object-oriented software design. Candidates should possess strong skills in C++, Python, and statistical methods applied to financial instruments.