VP, Residential Whole Loan Analytics & Trading Insights

Selby Jennings; New York (NY); Sur place; USD 180 000 - 260 000; Plein temps

Résumé du poste

Selby Jennings is assisting a leading alternative asset manager in securing a Vice President, Residential Whole Loan Analytics based in New York City. This is a fundamental investing-oriented role at the intersection of research, trading, and data analytics.

The ideal candidate will drive research, model validation, and pricing frameworks for whole loan portfolios, leveraging loan-level mortgage data and Python to inform trading decisions.

Qualifications

• 6+ years of experience in residential mortgage analytics or RMBS.
• Extensive experience with loan-level residential mortgage data.
• Strong Python skills required.
• Knowledge of agency/non-agency and first/second lien collateral.
• Ability to communicate analytical findings to investment teams.

Responsabilités

• Lead research initiatives supporting residential whole loan investment and trading strategies.
• Enhance and validate prepayment, default, and severity models.
• Develop pricing and risk frameworks to support whole loan acquisitions and portfolio management.
• Partner closely with traders, investors, and modeling teams to translate analytics into investment decisions.
• Conduct ongoing portfolio surveillance and identify emerging trends, risks, and opportunities.
• Manage and mentor a small team of analysts.

Connaissances

Python

Mortgage analytics

Loan-level data

Prepayment modeling

Default modeling

Severities modeling

Communication

Leadership

Outils

SQL

R

SAS

Description du poste

Selby Jennings is assisting a leading alternative asset manager in securing a Vice President, Residential Whole Loan Analytics based in New York City. This is a fundamental investing-oriented role at the intersection of research, trading, and data analytics.

The ideal candidate will drive research, model validation, and pricing frameworks for whole loan portfolios, leveraging loan-level mortgage data and Python to inform trading decisions.