Manager of Strategic Modeling Solutions (Buffalo, NY)

Citi, the leading global financial services company, has some 200 million customer accounts and does business in more than 100 countries, providing consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, and wealth management. Additional information may be found at www.citigroup.com or www.citi.com Citi Inc. and its subsidiaries ("Citi") are equal opportunity employers M/F/D/V and do not discriminate on the basis of any legally protected status or characteristic.THIS NOTICE IS BEING POSTED IN CONNECTION WITH THE FILING OF AN APPLICATION FOR PERMANENT ALIEN LABOR CERTIFICATION.  ANY PERSON MAY PROVIDE DOCUMENTARY EVIDENCE BEARING ON THE APPLICATION TO THE REGIONAL CERTIFYING OFFICER OF THE U.S. DEPARTMENT OF LABOR.  United States Department of LaborEmployment and Training AdministrationAtlanta National Processing CenterHarris Tower233 Peachtree Street, N.E., Suite #410Atlanta, Georgia 30303 Manager of Strategic Modeling Solutions (Citigroup Global Markets Inc., Getzville, NY)  Oversee, train and manage workflow for Asset-Backed Securities (ABS) Buffalo Team. Utilize knowledge of structured finance market to perform cash flow modeling for pre-settlement mortgage-backed securities (MBS) and ABS for broker dealer clients using the Yield Book’s structuring page.  Create and maintain financial models and tools for MBS/ABS securities to increase company’s database coverage and model losses and delinquencies.  Manage database improvement process to store credit loss information as deals age. Gather financial and economic data and utilize scripting languages and software tools to enhance financial models to accommodate various collateral types and structures. Support Yield Book clients’ structuring tools with training and modeling support for posting of primary market deals in the Yield Book. Develop and enhance structuring language and software tools and train staff to perform ABS modeling utilizing scripting languages to increase efficiency in modeling process. Assist in development of quality control tools for accuracy. Participate in recruitment process for ABS team. SALARY:      $120,000/yr.  WORK SCHEDULE:   40 hours week (9 am to 5 pm) JOB REQUIREMENTS:  Master’s degree in Finance, Management, Business Administration or a closely related field and two (2) years experience in any position performing financial modeling. Full term of experience must include performing MBS and ABS cash flow modeling utilizing scripting languages and software tools in Sybase environment. QUALIFIED APPLICANTS:  Submit resumes to CGMI c/o reference code AA/MSMS/AE, CGMI, 111 Wall St., 17th Floor, NY, NY 10005