76 applicants
Citi · 3 days ago
Quantitative Analyst - Director
New York, NY
Full-time
Onsite
Director
$200K/yr - $300K/yr
5+ years exp
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Responsibilities
Develop models, using C++, Python, and SQL, to price and assess risk on CMBS securities.
Writing complex queries and build analytics to analyze enormous CMBS dataset and provide analysis, reports, and historical performance trends.
Helping develop web applications that will allow traders to access the underlying mortgage data to perform different types of analysis and to run the models/analysis on CMBS securities.
Reviewing, verifying, and maintaining highest quality of indicative data that feeds the models and web applications that trading business heavily rely on.
Work with various other groups including internal risk management group, technology team, model validation group, and clients for both day-to-day issues such as running risk reports, providing data and analysis, addressing incorrect model projections and data issues, as well as longer-term projects.
Monitor CMBS market activity and provide traders with updated market news and potential impact on collateral performance and market pricing. Emphasis will also be on trade idea generation and sector-specific research.
Contributing as part of a team in providing innovative ideas and input that are expected and sought from everyone involved.
Qualification
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Required
Graduate degree in Computer Science, Mathematics, or any Quantitative field of study.
Strong programming skills preferably in C++ and Python.
5+ years of experience in CMBS, with proven knowledge of the product area.
Experience working with large datasets and having exposure to commercial mortgage databases such as Trepp, CoStar, and Intex.
Experience with industry standard tools such as Intex, Bloomberg, and Trepp.
High attention to detail.
Possesses good communication skills
Bachelor’s/University degree, Master’s degree preferred
Benefits
Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off packages including vacation, sick leave, and holidays
Company
Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10,001+ employees
H1B Sponsorship
Citi has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Trends of Total Sponsorships
2023 (1014)
2022 (1194)
2021 (958)
2020 (960)
Funding
Current Stage
Late StageLeadership Team
David Bailin
Chief Investment Officer
Ford von Weise
Director, Global Head - Aircraft Finance
Recent News
2024-05-14
2024-05-13
2024-05-13
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