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Job Summary:

As a Portfolio and Performance Analysis Data Scientist within Home Lending, you will be responsible for the analytics, development, implementation, and support of MSR data science initiatives. This includes working with mortgage loan data, prepayment models, interest rate models, credit models, and cash flow tools. You will collaborate with quantitative modelers, business stakeholders, and technology teams to enhance and support data tools and analyses. You will also manage end-to-end project delivery, ensuring the quality and timely execution of data projects.

Job responsibilities:

Leverage proprietary, industry-standard, and open-source data stores and tools to assemble, organize and analyze data Develop Python-based programs and utilities to support Mortgage Servicing Rights valuation modeling, including deployment, testing, and analysis Provide analytical and data management support for the Mortgage Servicing Rights portfolio valuation model and risk management including management of data-source access and local application implementation Collaborate with business and technology colleagues to gather requirements and implement data analysis tools into the proprietary Athena ASCode platform Understand and translate business needs into data models supporting model valuation and back-testing Employ dynamic product development and implementation best practices to enhance data solutions

Required qualifications, capabilities and skills

Bachelor’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related field. Expertise in modeling and machine learning platforms, particularly Python or R Strong quantitative and analytical skills with demonstrated critical thinking and problem-solving abilities Advanced understanding of SQL and Microsoft Professional Suite Excel (Visual Basic) Experience with modern machine learning and statistical modeling techniques, including classification, regression, and time-series analysis/forecasting Adept at explaining and converting complex concepts into digestible information to be consumed by audiences at various levels of the business Minimum of 2  years of experience in data-related development or analysis roles Organized, inquisitive, self-motivated, and adaptable to changing priorities and execution timelines

Preferred qualifications, capabilities and skills

Master’s preferred Comprehensive knowledge of fixed income analytics and financial modeling Strong software and business systems design, analysis, and development skills. Experience with performance analysis and code optimization is desirable Ability to work independently and collaboratively in a fast-paced environment