Senior Capital Markets Analyst

Foothill Ranch, California
85K+ and 10%
Jun 15, 2017
Jul 15, 2017
Employment Type
Full Time

Position Summary:
The Senior Capital Markets Analyst will be a key member of the loanDepot MSR team whose primary tasks involve the support of mortgage servicing rights valuations, risk management and reporting, co-issue best execution analysis, servicing performance analytics, prepayment and risk modeling, and asset return analysis

Essential Job Functions: 

-Support daily and monthly valuation of mortgage servicing rights

-Support MSR hedging with risk analytics/reports

-Support co-issue best execution pricing/volume analysis

-Support DCF analysis of total asset return, including NPV, IRR, and financial statement impact

-Utilize third-party models including Compass Analytics, ADCO Prepayment Model, and CoreLogic RiskModel in valuation and analysis activities

-Conduct data querying, manipulation, transformation and analysis of large datasets

-Conduct reporting/surveillance of servicing portfolio performance

Principal Challenges:

-Critical thinking and problem solving skills, ability to analyze and interpret data, financial analysis skills

-Good communication skills, ability to work both independently and collaboratively, demonstrate initiative

-Strong organizational skills, ability to execute on complex projects with autonomy and close attention to detail 

-Adaptability to changes and shifts in priorities 

-Multitasking skills, ability to manage competing deadlines  

-Bachelor’s degree required, preferably in a quantitative discipline (finance, engineering, science, or mathematics) 
-Experience in finance or finance-related field required, mortgages and fixed income preferred

Job Knowledge:

-Complex financial analysis and valuations

-Data querying, manipulation, and analysis

-Excel, SQL, and VBA required 

-SAS, R, and Python preferred

Candidates willing to relocate will be considered