Yield Book Collateral Team

Citigroup Global Markets Inc. is a global investment bank and securities brokerage firm that, along with its Citigroup affiliates, provides complete financial solutions to corporations, governments, institutions and individuals in 100 countries.

The Yield Book is a premier fixed income analytical system currently used by 83 of the top 100 fixed income money managers in the U.S. as well as Citigroup's sales, trading and research professionals. Institutional portfolio managers – investment advisors, insurance companies, banks and hedge funds – value The Yield Book for the fast and broad access it provides to Citigroup's databases, financial models, analytical tools and high-speed computation capabilities

A subsidiary of Citigroup, The Yield Book is responsible for the development and implementation of The Yield Book.

The Yield Book Inc product line includes The Yield Book, The Yield Book Calculator and the Citigroup Fixed Income Indices.

We provide excellent benefits plus we offer an extensive training program for entry-level positions. For more information please visit .

Collateral Analyst Job Description:

Skills Required:

  • Advanced degree in Economics, Finance, Math, Computer Science or Engineering with high academic standing.
  • Should possess a strong knowledge of mortgage banking.
  • Should possess strong analytic/math skills.
  • Should possess strong computer skills (Some Unix background preferred) A computer programming background is beneficial. Unix shell scripting and .NET development skills are preferred.

Functions Performed:

  • Collect real collateral for mortgage-backed and asset-backed securities from a variety of data providers in many formats (csv, spreadsheets, web, text).
  • Pre-validate collateral data using scripts, spreadsheets, and homegrown utilities.
  • Communicate with data providers to fix data omissions or errors.
  • Load correct collateral into Mortgage Analytics database and perform sanity checks.
  • Develop new tools and utilities for use by Yield Book teams.
  • Maintain metrics reporting database.
  • Perform special data extraction and reporting functions for Yield Book teams.

Current Projects:

  • Re-engineer existing collateral data acquisition/processing functions to improve overall throughput and minimize errors. Migrate existing processes from a flat-file Unix-based system to a Wintel .NET/Sybase system. Detailed understanding of process engineering and project planning is required. Project is expected to take 18 months to complete.
  • Develop utilities to perform complex analysis on existing collateral data. These utilities will pre-scrub/analyze collateral data to ensure sanity/integrity of data. They will also provide detailed analytics for use by the Yield Book Data team. This is an ongoing project.