Associate Director, Mortgage Collateral Analytics

Federal Home Loan Bank of San Francisco; San Francisco (CA); On-site; USD 125,000 - 155,000; Full time

Job summary

Federal Home Loan Bank of San Francisco is seeking an Associate Director, Collateral Modeling and Analytics to support loan valuation, data analytics, and reporting across the mortgage collateral pricing process. You will work with risk teams, members, and vendors to ensure accurate valuations and robust analyses.

The role requires 3–5 years in mortgage portfolio analysis, strong SQL, Excel, and Power BI skills, and experience with third-party pricing inputs.

Qualifications

• Bachelor's degree in a quantitative field and strong data quality focus.
• 3–5 years of mortgage portfolio analysis and risk management experience.
• Proficiency with Excel, Power BI, and SQL for large datasets.

Responsibilities

• Manage quarterly collateral valuation and risk analysis for residential and commercial portfolios.
• Integrate third-party valuations into mortgage loan valuations and analyze drivers of changes.
• Perform data validation on loan-level datasets and reconcile results across cycles.
• Support model governance, validation, and documentation updates.

Skills

SQL

Excel

Power BI

Data analysis

Mortgage market knowledge

Education

Bachelor's degree in Finance, Economics, Statistics, Mathematics, Data Analytics

MBA or CFA designation preferred

Tools

PolyPaths

AFT

Bloomberg analytics

CapIQ

Job description

Federal Home Loan Bank of San Francisco is seeking an Associate Director, Collateral Modeling and Analytics to support loan valuation, data analytics, and reporting across the mortgage collateral pricing process. You will work with risk teams, members, and vendors to ensure accurate valuations and robust analyses.

The role requires 3–5 years in mortgage portfolio analysis, strong SQL, Excel, and Power BI skills, and experience with third-party pricing inputs.