Collateral Modeling & Analytics Associate

Collateral Modeling & Analytics Associate

San Francisco, CA

Contract/fulltime

The Associate, Collateral Modeling and Analytics will support loan valuation, analytics, and reporting activities, working closely with internal risk teams, members, and thirdparty vendors.

Primary Responsibilities

• Manage the Bank s quarterly valuation and risk analysis processes for residential and commercial collateral, including preparing loan files and identifying trends.
• Integrate the valuations from the Bank s 3rd party pricing vendors into the valuation process for mortgage loans. Review loan vendor prices for reasonableness.
• Assist manager update existing pricing methodologies or develop new pricing approaches as needed to ensure market consistent valuation practices are used.
• Provide analytical support for collateral models, including valuations and margin methodologies. Assist manager with model validation responses and the remediation of model findings.
• Execute projects independently that can enhance and/or streamline department reporting capabilities
• Assist in preparing reports for Senior Management and the Board of Directors
• Support mortgage collateral programming to update data fields mapped to the Mortgage Collateral Management system.
• Monitor collateral updates and assist customers with mortgage data file errors, corrections, and data mapping requirements.
• Provide customer service support for the member portal and other system issues the member may encounter.

Qualifications

• Bachelor s degree in finance, economics and statistics or a related field or equivalent education.
• Minimum of five years progressively responsible positions of mortgage portfolio analysis and risk management utilizing knowledge of MBS and whole loan pricing and valuation concepts, prepayment and default modeling, for a variety of residential and commercial loan product types.
• Detail-oriented and well-organized.
• Excellent interpersonal skills to work in a team environment and to influence and interface with a broad range of stakeholders at all levels, both internal and external.
• Proficiency in using a range of mortgage market related software tools, including Polypaths, AFT, and various databases, is required.
• Uses data to aid decision making by possessing strong analytical and problem-solving skills while being able to tell the story behind the numbers and analysis.
• Ability to manage large datasets across multiple data stores and technology platforms.
• Proficiency with Microsoft Excel, Power BI, and SQL.

MustHave Qualifications

• Minimum of three (3) years of progressively responsible experience in mortgage portfolio analysis and risk management, utilizing knowledge of MBS and wholeloan pricing and valuation concepts.
• Demonstrated ability to manage large datasets across multiple data stores and technology platforms.
• Strong proficiency with Microsoft Excel, Power BI, and SQ