Data Scientist - Portfolio Analysis

Job Summary

As an MSR Data Scientist within our Mortgage Servicing Rights team, you will leverage your expertise in data science and analytics to support the valuation and risk management of our MSR portfolio. You will collaborate with quantitative modelers, business stakeholders, and technology teams to enhance data tools and analyses. You will manage end-to-end project delivery, ensuring high-quality and timely execution of data initiatives. Your work will directly impact our ability to make informed, data-driven decisions.

Job Responsibilities

Leverage proprietary, industry-standard, and open-source data stores and tools to assemble, organize, and analyze data

Develop Python-based programs and utilities to support MSR valuation modeling, including deployment, testing, and analysis

Provide analytical and data management support for the MSR portfolio valuation model and risk management, including management of data-source access and local application implementation

Collaborate with business and technology colleagues to gather requirements and implement data analysis tools into the proprietary Athena ASCode platform

Understand and translate business needs into data models supporting model valuation and back-testing

Employ dynamic product development and implementation best practices to enhance data solutions

Manage end-to-end project delivery, ensuring quality and timely execution of data projects

Support quantitative modelers and business stakeholders with data-driven insights

Ensure compliance with data governance and security standards

Document processes and maintain clear communication with cross-functional teams

Continuously seek opportunities to improve data tools and analytics capabilities

Required Qualifications, Capabilities, and Skills

Bachelor’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related field

Expertise in modeling and machine learning platforms, particularly Python or R

Strong quantitative and analytical skills with demonstrated critical thinking and problem-solving abilities

Advanced understanding of SQL and Microsoft Professional Suite Excel (Visual Basic)

Comprehensive knowledge of fixed income analytics and financial modeling

Experience with modern machine learning and statistical modeling techniques, including classification, regression, and time-series analysis / forecasting

Ability to explain and convert complex concepts into digestible information for various business audiences

Two years of experience in data-related development or analysis roles

Strong software and business systems design, analysis, and development skills

Ability to work independently and collaboratively in a fast-paced environment

Organized, inquisitive, self-motivated, and adaptable to changing priorities and execution timelines

Preferred Qualifications, Capabilities, and Skills

Master’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related field

Experience with performance analysis and code optimization

Familiarity with mortgage loan data, prepayment models, interest rate models, credit models, and cash flow tools

Experience implementing data analysis tools into proprietary platforms such as Athena ASCode

Prior experience in the financial services industry, particularly in mortgage analytics or risk management

Demonstrated ability to manage multiple projects and deliver results under tight deadlines

Strong communication and presentation skills

#J-18808-Ljbffr