Senior Agency Mortgage Strategist

Description

We are looking for a Senior Strategist to lead the Agency Mortgage-Backed Securities (MBS) research effort. The person will be responsible for managing the Agency MBS team, identifying relative value trade ideas, leading the prepayment strategy, along with collateral and issuance trends. They will also be responsible for building strong relationships with Citi’s institutional clients and mentoring and training the junior members of the team.

Responsibilities

• The strategist is expected to apply their quantitative and analytical skills into analyzing trends in Agency Mortgage-Backed Securities.
• Analyze relative values of the securities and recommend improvements to the existing valuation frameworks.
• Leverage quantitative skills to analyze vast amounts of data and identify trends in prepayments, issuance, and supply and demand.
• Collect, process, and summarize data and insights into written investment reports to help clients make investment decisions.
• Develop relationships with Citi clients and collaborate with sales, trading, and quants. Address client questions and requests.
• Engage in Citi’s broader corporate objectives, such as recruitment and training of junior analysts and associates.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 10+ years relevant experience.
• Clear and effective communications both written and spoken.
• Strong understanding in fixed income assets and their valuations.
• Solid technical skills including Python, Excel, and a database querying language (e.g. SQL, XML, etc).
• Methodical approach and demonstrated organizational capabilities.

Education

• Bachelor’s/University degree, Master’s degree preferred.

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Job Family Group:

Research

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Job Family:

Research Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$250 000,00 - $500 000,00

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. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

jul 06, 2026

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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