VP Mortgage Pipeline Valuation and Risk Modeling

Primary responsibilities

• Drive decision making to achieve forecasted/targeted goals for P&L and Balance Sheet through pricing strategy, best execution frameworks, and pipeline analytics
• Enhance analytical tools, reporting, and dashboards for Pricing and Finance to improve decision quality and efficiency
• Support BSO, Non-Agency Platform, GNMA EBO/Re-pooling, and alternative execution opportunities and transactions
• Evolve Capital Markets and Home Mortgage Analytics using internal and external data to develop insights, reporting, and business strategy
• Develop, enhance, and govern QRM-based models supporting pipeline valuation, hedging, fallout, and risk analytics
• Lead scenario analysis, stress testing, and ad hoc analytics to support capital markets strategy and performance management
• Improve automation, process efficiency, and scalability of QRM and capital markets analytic workflows

Qualifications, Education, Certifications and/or Other Professional Credentials

• Extensive hands-on experience with QRM-MB platform supporting mortgage pipeline valuation, hedging, and secondary marketing
• Strong expertise in fixed income and mortgage analytics, including duration, convexity, hedge analytics, and prepayment/fallout behavior
• Demonstrated experience in mortgage pricing, margin management, and capital markets strategy
• Proven ability to develop and manage complex analytical and modeling frameworks
• Strong SQL, Python, and advanced Excel capabilities
• Experience with model governance, validation, and regulatory expectations
• Prior leadership experience with the ability to manage, mentor, and develop analytical teams