Asset Backed Securities Quantitative Analyst-AVP at Citi (citi)

Asset Backed Securities Quantitative Analyst-AVP Location: New York New York United States Country: United States of America Time type: Full time Job requisition ID: 261006747 Posted: 2026-11-13 As an Asset-Backed Securities Quantitative Analyst, you will build the analytics models that power Citi's asset-backed securities financing and securitization business. Working closely with bankers, structurers, and technology teams, you will design regulatory capital models for ABS facilities backed by collateral such as auto loans and personal loans, including Basel and CCAR models. This role g…