Associate/VP Portfolio Management, Mortgage Analytics Analyst recruitment

Direct result of his/her work will influence decisions in originations, pricing funding, retention, loss mitigation, asset disposition and other portfolio related activities whose driving factors are asset performance and funding implementation. The Portfolio Analyst will work directly with senior analysts as well as senior managers in Portfolio Management and Enterprise Analytics, Decision Management and Treasury to effect innovative solutions to manage and maintain the appropriate risk and return in mortgage businesses. He/she will also be capable of interacting with IT and outside consultants as the Pricing Management system is built out, effectively communicating needs and challenges.

Deliverables:
• Manage reports production to provide accurate and timely portfolio analytics

• Develop the financial/analytical tools to assist with managing CMI Funding/Asset/Liability relationships, to maximize risk/return and efficiencies among intra-department partners.

•Assist with developing a framework to benchmark our portfolio for a better understanding of risk and returns of on-balance-sheet portfolio and market expectations. •Design and implement portfolio reports to assist Portfolio Management of the held portfolio and the sold and serviced portfolio in the decision-making process, with the objectives towards quantifying and managing risk, hedging for tail risk, maximizing risk-adjusted profits and mitigating credit losses.
•Develop analytic tools to optimize front-end pricing from a risk-return perspective; this will encompass sub-channel and loan-level pricing processes and balance profit opportunities, risk dimensions, demand functions and operational capabilities.
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Qualifications:
• Advanced degree in finance, mathematics, statistics, computer science, or related field.

• 3-6 years of MBS/Mortgage modelling or analytics
• Proven track record in implementing analytical infrastructure in the financial services industry
• Strong interpersonal skills and commitment to excellence, high level of energy and a strong team player.
• Ability to work effectively with a great degree of independence.
• Extensive programming background - familiarity with some combination of object-oriented languages (e.g., C++, Java, VB), scripting languages (e.g., Jscript, VBScript, batch, Python), and/or statistical packages (e.g., SAS).

• Candidate must be en expert in SAS