Senior Manager – Enterprise Analytics, Quantitative Modeling

Jobtailor; Washington (District of Columbia); On-site; USD 140,000 - 210,000; Full time

Job summary

Jobtailor is seeking an experienced quantitative researcher to lead mortgage analytics and MBS model development in Washington, D.C. You will supervise a team focused on prepayment, valuation, and market-risk modeling, calibrating outputs and delivering actionable insights to Capital Markets and senior leadership.

The role requires 6+ years in quantitative modeling, strong Python skills, and a track record of cross-stakeholder leadership, with opportunities to advance model modernization using

Qualifications

• Minimum 6 years of experience in quantitative modeling, model development, mortgage analytics, or fixed-income analytics.
• Strong understanding of statistical modeling, calibration, backtesting, benchmarking, sensitivity analysis, scenario analysis, and stress testing.
• Experience supporting models through development, implementation, validation, production, and performance-monitoring lifecycles.
• Demonstrated experience leading complex quantitative projects and coordinating work across business, risk, validation, and technology stakeholders.
• Strong written and verbal communication skills, including explaining technical concepts to quantitative and nontechnical audiences.
• Advanced programming skills, particularly in Python, with ability to develop scalable analytical solutions.
• Expertise in agency MBS, mortgage prepayment modeling, fixed-income valuation, interest-rate risk, or mortgage cash-flow analytics.
• Knowledge of fixed-rate, adjustable-rate, FHA/VA, reperforming, or nonperforming mortgage products.
• Prior experience in the secondary mortgage market and/or capital market trading.
• Master's degree in mathematics, statistics, financial engineering, economics, quantitative finance, or related quantitative discipline preferred.

Responsibilities

• Lead quantitative research, model development, and analytical support for models used in agency MBS valuation and risk management.
• Manage complex modeling initiatives across research, design, implementation, performance monitoring, validation, and production support.
• Head a team researching mortgage prepayment, valuation, and market-risk models, calibration, and monitoring.
• Direct Agency MBS prepayment-model research across mortgage products and borrower segments.
• Translate model outputs into actionable insights for Capital Markets, Market Risk, trading, and leadership.
• Oversee the model lifecycle with Model Risk Management and Validation, including documentation and remediation of findings.
• Interpret results, monitor performance, and assess risks with business context.
• Drive model modernization through AI-enabled automation and advanced analytical frameworks.
• Collaborate with leadership to develop strategic planning for the function.
• Coach team members to communicate complex topics clearly and concisely.

Skills

Quantitative modeling

Mortgage analytics

Team leadership

Communication skills

Python programming

Adaptability

Education

Bachelor's degree or equivalent

Master's degree in quantitative field preferred

Tools

AI-Enabled Automation

Analytical Frameworks

Job description

• Lead quantitative research, model development, and analytical support for models used in agency mortgage-backed securities valuation, risk management, and capital markets decision-making


• Manage complex modeling initiatives across research, model design, implementation, performance monitoring, validation, and production support


• Lead a team responsible for mortgage prepayment, valuation, and market-risk model research, development, calibration, implementation, and monitoring


• Direct Agency MBS prepayment-model research across mortgage products and borrower segments


• Translate model outputs and complex quantitative findings into actionable insights for Capital Markets, Market Risk, trading, portfolio management, and senior leadership


• Manage the model lifecycle with Model Risk Management and Validation, including documentation, monitoring, effective challenge, remediation, and resolution of validation or audit findings


• Interpret model results, monitor performance, and assess risks using relevant business context


• Drive model modernization through advanced analytical frameworks, AI-enabled automation and workflows, and on-demand analytical capabilities


• Collaborate with department leadership to develop the strategic plan for the function or related business process


• Coach team members to communicate technical subject matter clearly and concisely

Requirements

• Minimum 6 years of experience in quantitative modeling, model development, mortgage analytics, or fixed-income analytics


• Strong understanding of statistical modeling, model calibration, backtesting, benchmarking, sensitivity analysis, scenario analysis, and stress testing


• Experience supporting models throughout development, implementation, validation, production, and performance-monitoring lifecycles


• Demonstrated experience leading complex quantitative projects and coordinating work across business, risk, validation, and technology stakeholders


• Strong written and verbal communication skills, including explaining technical concepts to quantitative and nontechnical audiences


• Advanced programming skills, particularly in Python, with ability to develop scalable analytical solutions


• Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence


• Bachelor's degree or equivalent


• Expertise in agency MBS, mortgage prepayment modeling, fixed-income valuation, interest-rate risk, or mortgage cash-flow analytics


• Knowledge of fixed-rate, adjustable-rate, FHA/VA, reperforming, or nonperforming mortgage products


• Prior experience in the secondary mortgage market and/or capital market trading


• Master's degree in mathematics, statistics, financial engineering, economics, quantitative finance, or related quantitative discipline preferred

Core Competencies

Demonstrates expertise in quantitative modeling, model development, and mortgage analytics, with a strong focus on agency MBS and fixed-income valuation. Capable of leading complex projects, translating quantitative findings into actionable insights, and driving model modernization through advanced analytical frameworks.

Highest-signal resume keywords

• Quantitative Modeling


• Model Development


• Mortgage Analytics


• Statistical Modeling


• Python Programming

ATS Optimization Keywords

Hard Skills

• Model Calibration


• Backtesting


• Benchmarking


• Sensitivity Analysis


• Scenario Analysis


• Stress Testing


• Model Validation


• Performance Monitoring


• Mortgage Prepayment Modeling


• Fixed-Income Valuation

Soft Skills

• Strong Communication Skills


• Team Leadership


• Coaching

Industry Keywords

• Agency MBS


• Mortgage Products


• Secondary Mortgage Market


• Capital Market Trading


• Interest-Rate Risk

Tools & Technologies

• AI-Enabled Automation


• Analytical Frameworks