Senior Quant Analyst - MSR Mortgage Servicing (Remote)

Msrco; Irving (TX); Hybrid; USD 110,000 - 150,000; Full time

Job summary

Ultipro seeks a Senior Quantitative Analyst to develop and manage analytics for Mortgage Servicing Rights (MSR) and related assets. You will lead cash flow, prepayment/default, and rate models, influencing investment decisions through robust statistical analysis.

The role requires strong modeling, programming, and data mining skills, with experience in fixed-income markets, OAS framework, and risk assessment. Remote options exist with a data-driven, fast-paced environment.

Qualifications

• Master’s or bachelor’s degree in a quantitative field.
• 3+ years of quantitative development, financial engineering, statistics modeling, or data science.
• Strong knowledge of fixed-income products and MSR valuation.
• Experience with prepay/default risk modeling and OAS valuation.

Responsibilities

• Lead analytics and predictive modeling for MSRs and related assets.
• Manage monthly/quarterly portfolio performance reporting and attribution.
• Assist in investment and hedging strategy using data mining and modeling.
• Research MSR flow pricing elasticity and model volume vs return.
• Train models on new data and monitor performance for updates.
• Maintain MSR pricing models; collaborate with Data Scientist Team to improve data inputs.
• Support portfolio manager in presenting performance data with context.
• Document valuation assumptions, tuning updates, and model issues.
• Lead system/model/data infrastructure upgrades to reduce turnaround time and risk.

Skills

Statistical modelling

Financial modeling

Programming

Data mining

Fixed-income knowledge

OAS framework

Risk analysis

Education

Master's degree in quantitative field

Bachelor's degree in quantitative field

Tools

Polypaths

MIAC WinOAS

AD Co

QRM

Bloomberg

Reuters

TradeWeb

Job description

Ultipro seeks a Senior Quantitative Analyst to develop and manage analytics for Mortgage Servicing Rights (MSR) and related assets. You will lead cash flow, prepayment/default, and rate models, influencing investment decisions through robust statistical analysis.

The role requires strong modeling, programming, and data mining skills, with experience in fixed-income markets, OAS framework, and risk assessment. Remote options exist with a data-driven, fast-paced environment.