Overview
Join us to accelerate your career growth and contribute to impactful business decisions.
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.
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 fieldExpertise in modeling and machine learning platforms, particularly Python or RStrong quantitative and analytical skills with demonstrated critical thinking and problem-solving abilitiesAdvanced understanding of SQL and Microsoft Professional Suite Excel (Visual Basic)Comprehensive knowledge of fixed income analytics and financial modelingExperience with modern machine learning and statistical modeling techniques, including classification, regression, and time-series analysis / forecastingAbility to explain and convert complex concepts into digestible information for various business audiencesTwo years of experience in data-related development or analysis rolesStrong software and business systems design, analysis, and development skillsAbility to work independently and collaboratively in a fast-paced environmentOrganized, inquisitive, self-motivated, and adaptable to changing priorities and execution timelinesPreferred Qualifications, Capabilities, and Skills
Master’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related fieldExperience with performance analysis and code optimizationFamiliarity with mortgage loan data, prepayment models, interest rate models, credit models, and cash flow toolsExperience implementing data analysis tools into proprietary platforms such as Athena ASCodePrior experience in the financial services industry, particularly in mortgage analytics or risk managementDemonstrated ability to manage multiple projects and deliver results under tight deadlinesStrong communication and presentation skills#J-18808-Ljbffr