The Portfolio Analyst will help transform portfolio management from a reporting to a proactive portfolio management function, enabling management to influence decisions in origination, pricing, funding, asset disposition and all portfolio-related activities.     

The Analyst will play an integral part in building out the required analytical framework (e.g. risk-return view, rate of return expectations and uncertainty, performance and attribution analysis, interest rate sensitivities, stress tests, payoff and default expectations and uncertainty) for the loan portfolio. ·       

The Analyst will perform ongoing valuation analysis and reporting for the held portfolios.  ·       
Design and maintain valuation information in database environment to present detailed analysis of forecasts and actual. ·       

Assist in the preparation of valuation packages for presentation to senior management. 

Three years of financial services or mortgage experience is required. ·        

Advanced degree in a finance, economics, statistics or natural science with years of graduate education in appropriate field counting toward minimum experience qualification. ·        

Strong understanding of mortgage cash-flows and prepayment modeling, including familiarity with option-adjusted spread (OAS analysis), interest rate path simulation, financial modeling and third-party valuation platforms (QRM, YieldBook, MIAC, etc). ·        

Expert SAS user.  Logical programming skills (C/C++, VBA) and experience is desirable. ·        

Previous experience in portfolio analysis, portfolio management, or trading a plus. ·        

Ability to work with changing priorities, tight deadlines, and managing multiple tasks.    

No Relocation Available