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 m...