We are looking for an experienced Agency Mortgage-Backed Securities (MBS) strategist. The person will be responsible for leading the prepayment strategy effort within the Agency MBS team, identifying relative value trade ideas, 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.
- Leverage quantitative skills to analyze vast amounts of data and identify trends in prepayment, issuance, and supply and demand.
- Analyze relative values of the securities and recommend improvements to the existing valuation frameworks.
- 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:
- 6-10 years relevant experience.
- Clear and effective communications both written and spoken.
- Strong understanding in fixed income assets and their valuations. Previous experience in Agency MBS required.
- Solid technical skills including Python, Excel, and a database querying language (e.g. SQL, XML, etc).
- Methodical approach and demonstrated organizational capabilities.
- Good interpersonal skills and proven team player.
- Possess a positive attitude, drive and initiative.
- Secure and maintain applicable licenses (Series SIE, 7, and 63).
Education:
- Bachelor’s/University degree, Master’s degree preferred
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Job Family Group:
Research------------------------------------------------------
Job Family:
Research Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$175,000.00 - $250,000.00
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.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Anticipated Posting Close Date:
Mar 17, 2026------------------------------------------------------
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.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Citi Compensation & Benefits Highlights
The following summarizes recurring compensation and benefits themes identified from responses generated by popular LLMs to common candidate questions about Citi and has not been reviewed or approved by Citi.
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Healthcare Strength — Benefits coverage is positioned as comprehensive, including health, dental, and vision insurance plus on-site clinics, prescription drug support, and disability coverage. Family-building support such as fertility assistance is described as a notable differentiator within the overall package.
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Retirement Support — Retirement benefits are framed as strong, highlighted by a 401(k) with matching and additional plan options like a Roth 401(k). Financial support is reinforced through discounts and broader financial guidance resources tied to the benefits ecosystem.
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Wellbeing & Lifestyle Benefits — Wellbeing support extends beyond insurance through programs like an Employee Assistance Program, counseling/legal resources, and gym or wellness reimbursement. These offerings increase the perceived total rewards value even when cash compensation sentiment varies by role.
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