VP, Trading Desk Information Mgmt / Quantitative Analyst (Hybrid)

The Data/Information Mgt Analyst is a strategic professional who stays abreast of developments in their field and contributes to directional strategy. You will build and maintain tools essential for the running of our business, and you will be a recognized technical authority in the business.

Your commercial awareness, communication skills, and diplomacy will be needed to guide, influence,and convince others, in particular colleagues in other areas and occasional external customers. You willimpact the business through complex deliverables and the advice and counsel you provide regarding the technologyor operations of the business.

Your work will impact the overallperformance and effectiveness of the sub-function/job family.

Responsibilities Design, implement and maintain new software systems to manage portfolio risks for the Held-To-Maturity and MortgageServicing Rights desks. The new systems will need to be designed from scratch and be in conformity with Citi Technology accepted standards, programming languages and code management tools. These include, but are not limited to, Python, Bitbucket, Autosys, git, and SQL.

Understand the role of derivatives in fixed income risk management. These include swaps, swaptions, futures and mortgage options. Improve and contribute to in-house libraries used to value and analyze these derivatives.

Analyze user needs and software requirements to determine feasibility of various design options given time and cost constraints. Document all aspects of applications and systems used by the trading desk for reference, maintenance, and future upgrades. Support strong controls over code management, release procedures, code protection protocols in conformity with firm policies.

Modify software for the existing analytics, using VBA and SQL, to correct errors and upgrade existing functionality to address new/changing business requirements. Develop programs to automate manual tasks performed by mortgage traders of Correspondent/Mandatory trading desk to increase efficiency in the bidding process for prospective loans to be on-boarded. Collaborate with internal Risk, Finance, Product control, Audit, and external vendors to implement, debug, and maintain risk reports and data feeds based on their needs.

Qualifications: 2-7 years of experience Working experience in a quantitative field, Financial/Mortgage industry required Expertise in VBA, SQL, Python required Experience with Autosys, git preferred Basic level of Fixed Income and options knowledge Excellent analytical thinking, practical problem-solving abilities, and partnership skills Strong MS Excel skills Willingness to learn and can-do attitude Education: Bachelors/University degree, Master’s degree preferred