MSR and Mortgage Loan Reporting Analyst

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 19 Feb 18 2018-02-19

New York Based Financial Firm with a large portfolio of residential mortgage loans is looking for a Junior (2-4 years’ experience) Investment Analyst to support the firms mortgage servicing, loan analysis, portfolio reporting and data base management.


  • Provide detailed and customized analysis of institutional clients’ MBS and MSR portfolios
  • Prepare mortgage activity reports: mortgage origination and production, pre-payment changes, credit surveillance, mortgage losses and collateral activity
  • Analyze and Evaluate Clients’ portfolios using prepayment, default and cash flow models
  • Maintain mortgage loan level data base for accuracy
  • Monitor clients’ portfolios, for risk attribution and valuation
  • Monitor daily movements in the capital markets and understand their impact on client’s MSR positions and portfolios
  • Monitor MSR secondary markets and maintain the firms MSR valuation and risk models


  • 3-5 Years of Mortgage Market, Fixed Income Risk Management experience
  • Must have worked with or have deep understanding of quantitative financial models: Interest rate models, MBS, MSR, Options
  • Knowledge of mortgage origination operations, MSR activities and interest rate and prepayment risk models is a strong requirement
  • Role requires superior written and oral communication skills
  • Must have strong current knowledge in one or more of the following programming languages: SQL, Python, MS Excel, VBA, SAS Data Management
  • Candidate must be a Permanent Resident or US Citizen

Candidates who have a passion for the Mortgage business, who understand how complex quantitative models are used to price, trade, and hedge MSR’s and who enjoy working closely with institutional clients on complex issues should apply.

Keywords: MSR, Mortgage Origination, MSR, Valuation, Risk, Model Calibration, Capital Markets, Polypaths, QRM, Interest Rates, MSR Trading

Refer to Job #22972- and email MS Word attached resume to Jim Geiger,