The Pricing Analyst is responsible for providing timely and accurate end-of-day evaluations of CLO (Collateralized Loan Obligation), and other securitized products for Citi Marks, a new provider of valuation services. Citi Marks evaluations are intended for use by banks, broker-dealers, asset managers, hedge funds, wealth managers, fund accountants and auditors for client statements, research, risk analysis, performance metrics, and portfolio valuation.

We are seeking a valuation specialist for CLOs and other securitized products to help advance the Citi Marks offering, provide accurate pricing, and excellent service to Citi Marks clients.

Responsibilities

• Conduct valuation analysis for CLOs and other securitized products

• Drive methodology / automation enhancements to improve the coverage and pricing accuracy of securitized products

• Work closely with product and software engineers to build financial models to evaluate, support, and reconcile valuations, including back-testing

• Provide subject matter expertise on client calls and meetings in which you will demonstrate product knowledge on general CLO methodology or specific deep dives of individual securities

• Drive process enhancements while ensuring policies, procedures, and methodologies are in accordance with ASC 820 Fair Value Measurement and industry best practices

• Assess and improve the market color used in the evaluation process

• Develop key performance indicators that assess pricing accuracy

• Improve the speed and quality of price challenge responses

• Spot anomalies and inefficiencies of pricing models and make recommendations for solutions.

• Implement valuation best practices to ensure accurate and timely delivery of valuations

• Develop and maintain regular contact with trading desks, research teams and other market participants

Qualifications

• Bachelor’s degree in Finance, Economics, Statistics, Mathematics, or Engineering

• 2+ years of valuation related work experience in trading, structuring, portfolio management, securities valuations or research background

• Experience utilizing valuation techniques and methodologies including cash flow modeling

• Knowledge of fixed income mathematics and analytics

• Strong ability to analyze and evaluate data and formulate accurate conclusions

• Excellent oral and written communication skills and the ability to forge strong collaborative relationships with internal partners and external clients

• Advanced spreadsheet skills, with the ability to analyze and manage large datasets

• Working knowledge of market data sources such as Bloomberg

• Proficiency in Python, SQL preferred

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Job Family Group:

Institutional Trading

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Job Family:

Trading

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$150,000.00 - $175,000.00

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.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

May 26, 2026

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