Mortgage Analyst
Core
Execute risk management pipelines, manage due diligence of residential loan files, and build/running cash flow models for non-agency RMBS structures.
Role type
Senior IC structured finance analyst (mortgage)
Builds
Non-agency RMBS structures and cash flow models
Domain
US Residential Mortgages / Structured Finance
Required skills
Advanced Microsoft Excel, Residential mortgage banking experience, Capital markets experience, Structured finance analytics, Loan tape data normalization, Collateral analysis, Cash flow modeling, Credit metrics analysis (FICO, DTI, LTV), Prepayment/default curve analysis, Amortization scheduling
Preferred skills
Basic programming for large datasets, Industry-standard mortgage/structured finance tools
Technologies
Microsoft Excel, Intex Calc, Bloomberg
Responsibilities
Perform technical due diligence on residential whole-loan data files; Coordinate with credit managers and custodians to cure exceptions; Support building and stress-testing cash flow models for non-agency securitization structures; Ingest and normalize raw loan tapes; Generate internal reports on collateral metrics and trend analyses.
Seniority
Mid-level, hands-on IC