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C
Citi

Mortgage Quantitative Analyst, AVP

New York New York United Stateshybridmid$109K – $164K

Posted today · via Workday

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About this role

Job Description We are seeking Quantitative Analyst (AVP) to join our Markets Quantitative Analysis team in New York City. This is a impactful role for an individual with expertise in RMBS securitized products and/or whole loans quantitative modeling. You will be responsible for driving the application of advanced analytics and machine learning within the securitized products business. You will collaborate closely with the trading desk. You will be expected to generate insightful data analysis and trade ideas, build sophisticated models, and harness enormous datasets for in-depth analysis of RMBS securities. You will build and deploy models and analytics using Python, SQL, and C++ with a strong emphasis on leveraging AI and ML tools.…

Read the full description on Citi's site →

What we'd score you on

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1

Skills match

For this role: python, c++, sql, scikit-learn, pytorch…

2

Level fit

This role is mid-level. We check your trajectory against it.

3

Domain experience

Your work in the role's domain matters more than your years total. We weight recent and direct experience.

4

Recency

A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.

5

Location fit

This role is based in New York New York United States. We weight your proximity and willingness to relocate.

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Skills in this role

Pulled from the job description. These are the keywords we'll weight when scoring your fit.

pythonc++sqlscikit-learnpytorchtensorflow

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