Mortgage Analyst - Structured Finance & Cash Flow Modeling

Rothesay Graduates; New York (NY); On-site; USD 125,000 - 175,000; Full time

Job summary

Rothesay seeks a Mortgage Analyst to join US Residential Mortgages in NYC. You will work at the intersection of loan operations and capital markets, executing risk management, performing loan file diligence, and building cash flow models for RMBS structures.

The role offers deep quantitative work using Excel, Intex/Bloomberg, and proprietary tools, with a focus on structured finance analytics and securitization execution. This permanent position requires a strong analytical background.

Qualifications

• Education: Bachelor’s degree required, preferably in Finance, Quantitative Economics, Mathematics, Engineering, or a heavily analytical field.
• Experience: 1 to 3 years of experience in residential mortgage banking, capital markets, warehouse lending, or structured finance analytics.
• Key Skills: Advanced Microsoft Excel capabilities are required. Familiarity with basic programming for handling large datasets is highly preferred. Familiarity with mortgage or structured finance tools. Basic understanding of residential mortgage metrics (prepayment curves, amortization schedules, and basic credit fundamentals). High attention to detail, organization and ability to communicate complex findings.

Responsibilities

• Collateral Analysis & Asset Diligence: perform due diligence on residential whole-loan data, validate features, attributes, and document exceptions.
• Cash Flow & Securitization Modelling: build, update, and stress-test cash flow models for non-agency securitization structures.
• Transaction Execution & Reporting: ingest loan tapes, maintain portfolio metrics, and coordinate with external diligence and rating agencies.

Skills

Advanced Excel

Programming basics

Mortgage analytics

Data handling

Education

Bachelor's degree

Tools

Intex Calc

Bloomberg

Proprietary platforms

Job description

Rothesay seeks a Mortgage Analyst to join US Residential Mortgages in NYC. You will work at the intersection of loan operations and capital markets, executing risk management, performing loan file diligence, and building cash flow models for RMBS structures.

The role offers deep quantitative work using Excel, Intex/Bloomberg, and proprietary tools, with a focus on structured finance analytics and securitization execution. This permanent position requires a strong analytical background.