Summary: A highly successful alternative asset manager is seeking a Head of Mortgage modeling and analytics to lead its internal analytics team and investment decisions across residential mortgages, whole loans, securitized products, and structured credit strategies. This team is known for being a major catalyst in the U.S. residential mortgage loan space and mission to generate long-term returns. They are looking for an experienced candidate who will work closely with the Firm's Founder and CIO to manage and develop the Modeling / analytics department from both an infrastructure and team perspective. The role provides significant visibility, investment influence, and leadership opportunity.
Key responsibilities:
- Lead all mortgage modeling, valuation, and analytics initiatives across the platform.
- Develop and enhance prepayment, default, severity, and cash flow models using large-scale loan-level datasets.
- Build analytical frameworks for stress testing, scenario analysis, model validation, and performance monitoring.
- Maintain and improve pricing and valuation models across mortgage and structured credit investments.
- Analyze borrower behavior, housing market trends, macroeconomic developments, and regulatory changes that impact investment performance.
Job requirements:
- 10+ years of experience in mortgage analytics, RMBS, whole loans, structured products, or mortgage investing.
- Deep understanding of residential mortgage markets, securitization, and structured credit.
- Strong quantitative background with experience developing behavioral mortgage models and valuation frameworks.
- Expertise in Python and large-scale data analysis.
- Experience leveraging machine learning, AI frameworks, or advanced statistical techniques is highly desirable.
- Prior experience working directly with Portfolio Managers, Traders, or Investment Committees.
- Proven leadership experience managing teams and analytical functions.
- Advanced degree in a quantitative discipline such as Finance, Statistics, Economics, Mathematics, Physics, Computer Science, or Engineering preferred.
Please Stay Alert to Potential Scams
We would like to remind you that eFinancialCareers is a job board and does not conduct hiring or ask for payment or any financial details as part of the job application process.
If you receive any suspicious messages claiming to be from us or a hiring company, we urge you not to click on any links and not to reply to the message itself.
Instead, please report the message to our support team at support@efinancialcareers.com.
It is advisable to always verify job offers directly with the hiring company.
Boost your career
Find thousands of job opportunities by signing up to eFinancialCareers today.
