Job Title

Senior Analyst, Hedge Advisory & AnalyticsIn this role, you will work with colleagues to run mortgage and hedging analytics while contributing to the development and maintenance of analytics models and related data systems. You will be focused on integrating analytics across departments with a concentration on mortgage cash flow modeling and mortgage hedging activity. You will analyze mortgage prepayment and credit risk to forecast cash flows of mortgage related assets, analyze investor and custodial funds earning and liability accounts and model characteristics of borrower behavior. You will use skills in SQL, Python, JavaScript and other platforms across large data sets. Ideal candidates will have some background in stochastic processes, knowledge of statistical modeling functions and implications thereof, and coding experience to write queries, transform data, calibrate, validate and debug models and build automation workflows.Essential Job Functions:- Interface directly with institutional clients - Run hedge analyses as needed - Contributes to the development and maintenance of valuation models to align with industry best practices and changing client needs - Interfaces with colleagues across multiple teams to explain methodologies and support integration with a high degree of competency and integrity - Oversee work of junior employees - Validate the work of other colleagues for quality assurance - Such other activities as may be assigned by your managerQualifications/ Requirements:- Degree in finance, economics, statistics, mathematics, physical science or equivalent level of education and experience - Mid-level professional with 2-4 years of industry and/or relevant experience, typically at an Analyst level role or external equivalent. - Understanding of statistics - Understanding of advanced modeling techniques - Understanding of platforms for handling large data sets - Experience with programming language such as Python, Julia, or C++ - Strong verbal and written communication skills required