Senior Quantitative Analyst, Agency Prepayment Modeling

About this job

Citi is looking for a Quantitative Analyst to join the Mortgage Analysis team within the Markets Quantitative Analysis (MQA) organization, where you will play a central role in building and advancing agency prepayment models that directly inform trading decisions and risk management across Citi's mortgage business. This is a high-impact opportunity for a seasoned prepayment modeler ready to make an immediate contribution to a critical and active modeling effort within one of the world's leading financial institutions. Working at the intersection of mathematical finance, data, and technology, you will collaborate with traders, structurers, and technologists to design models that drive measurable outcomes.…

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