Overview
The Portfolio Investments Analyst will conduct extensive analysis using loan level data and credit/prepayment analytics on various mortgage portfolios.
Job Description

• Analyze collateral data for whole loan trading, bulk MSR trading, and securitization of originated loans
• Run loan-level characteristics through predictive models to output loan performance and projected returns relating to current and prospective investments
• Develop robust cashflow projection models for a variety of structured mortgage products, such as Private Label MBS and Credit Risk Transfer bonds, to inform investment decisions
• Review and analyze performance related metrics based on historical data on retained investments and comparable deals
• Conduct loan level collateral analytics and data stratification to monitor collateral drift and other collateral level issues
• Serve as Capital Markets Portfolio Investments liaison to other departments (Financial Analysis and Valuation, Portfolio Strategy, Credit, Treasury, Servicing, Accounting, Investor Accounting, etc.)
• Work with numerous departments conducting data analytics related to existing and new potential investments with end product reporting to various levels of management
• Communicate with agency trading desk to facilitate ticket entry on purchases / sales (non-agency MBS), and repo rolling of retained position
• Daily mark-to-market of retained bond position which requires running investment cashflow models and looking at comparable trades in the marketplace
• Assist in managing loan positions in order to facilitate successful private label securitizations, and in creating transaction offering memorandums, deal files, and collateral stratifications
• Create PowerPoint deck materials consisting of investment analytics performed for presentation purposes
• Ad hoc and project oriented requests related to pricing, reporting, and modeling
• Demonstrate behaviors which are aligned with the organization's desired culture and values

Ideal Candidate will have the following:

• Candidate must be independent and proactive in both assigned work and self-learning
• Candidate must be detail-oriented due to the significant and immediate financial impact on valuation/pricing
• Advanced Microsoft Excel skills required and VBA knowledge a plus
• Knowledge of SQL/Python a plus
• Must be a team player with strong attention to detail and able to work independently
• Proven track record at delivering timely and accurate information in a fast-paced environment
• Excellent critical thinking, problem solving, and mathematical skills, along with sound judgment

Years of Experience:
0Education:
Bachelor's Degree