Quantitative Valuation Analyst

About The Role

Develop and maintain quantitative/analytic models or tools that estimate the changes in value of various mortgage assets. Design and implement improvements to current reporting and/or database structures. Analyze and summarize data, identify trends and concerns, and recommend actions as necessary. Create and publish daily team reports based on findings. Develop and review assumptions used in MSR cash flow valuation. Analyze daily MSR risk and P&L reports to ensure MSR hedges are performing as expected.

Requirements

• 2 years of experience in trading, reporting, or financial analysis
• Bachelor’s degree in finance, math, computer science, a related field, or equivalent experience
• Advanced experience with Microsoft Excel, including but not limited to, ability to utilize formulas, pivot tables, graphs, and charts
• Knowledge of mortgage process and mortgage capital markets activities
• Advanced knowledge of mortgage cash flow modeling concepts

Preferred Qualifications

• Advanced experience with financial analysis and reporting
• Advanced knowledge of Excel Modeling
• Proficiency with SQL
• Knowledge of MSR valuation concepts, including prepayments and defaults

Benefits

Our team members fuel our strategy, innovation, and growth, so we ensure the health and well-being of not just you, but your family, too! We go above and beyond to give you the support you need on an individual level and offer all sorts of ways to help you live your best life. We are proud to offer eligible team members perks and health benefits that will help you have peace of mind.