Quantitative Modeling & MSR Analytics Specialist

Relha LLC; Hopkins, Northern (MN, KY); Hybrid; USD 93,000 - 109,000; Full time

Job summary

U.S. Bank is seeking a quantitative analyst to design, validate, and implement complex statistical models used in financial decision making, including MSR valuation.

The role includes running daily MSR valuation, attribution analysis, and quarterly CCAR testing with reports to stakeholders. A Bachelor’s or MA/MS in a quantitative field is required, with mortgage banking experience preferred.

Qualifications

• Bachelor’s degree in a quantitative field with 3+ years of relevant experience
• Alternatively MA/MS in a quantitative field with <3 years related experience
• Experience with MSR valuation and CCAR testing preferred
• Experience in mortgage banking and MSR valuation is desirable

Responsibilities

• Create, validate, test, document, and oversee complex statistical models used in financial decision making
• Run daily MSR valuation and attribution analysis of MSR value decay
• Conduct quarterly CCAR testing and generate reports for stakeholders

Skills

Strong analytical skills

Project management

Communication skills

Negotiation skills

Education

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

Tools

Python

PowerBI

SAS

Polypaths

Job description

U.S. Bank is seeking a quantitative analyst to design, validate, and implement complex statistical models used in financial decision making, including MSR valuation.

The role includes running daily MSR valuation, attribution analysis, and quarterly CCAR testing with reports to stakeholders. A Bachelor’s or MA/MS in a quantitative field is required, with mortgage banking experience preferred.