VP Portfolio Investments

5 - 7 years experience  •  Financial Services

Salary depends on experience
Posted on 09/21/17
5 - 7 years experience
Financial Services
Salary depends on experience
Posted on 09/21/17

Job Description


Reporting to the SVP – PortfolioInvestments/Valuation. This position offers the candidate an exceptional opportunity to be part of a dynamic analytics and modeling team focusing on leading the company’s valuation and reporting of residential mortgage servicing right assets (MSR) and related liabilities. Incumbent will also be a key player in pricing/trading of new MSR deals as well as performing mortgage prepayment and credit analysis and research. We are currently looking for candidates with strong analytical and modeling skills to focus on pricing/valuation of MSRs and residential mortgage assets as well as partner with other cross-functional teams in structured finance, accounting and risk management. The incumbent will be a key player in leading the mortgage valuation function and modeling framework to support the company’s investment portfolio.


  • Perform and review all monthly and quarterly valuations and reporting on the MSR Asset/Liabilities.

  • Produce periodic valuationreports and presentations on all relevant MSR valuation information for senior management.

  • Work with PortfolioInvestments team on acquisitions and dispositions: pricing of co-issue, bulk and mini-bulk deals.

  • Conduct attribution analysis and stress testing of the managedportfolio.

  • Support the day-to-day risk analytics, riskreporting and performance monitoring of the MSR portfolio.

  • Develop and maintain pricing models and analytical tools to support the growth of the investment portfolio.

  • Manage large data tapes from various sources and check for data inconsistencies

  • Create, enhance and maintain control reports for auditors and regulators.

  • Provide MSR valuation support to other functional areas when needed.

  • Prepare and review all quarterly financialreporting schedules and disclosures.

  • Communicate with auditors and respond to all requests in a timely and accurate manner to facilitate audit processes and testing.


    7 years of relevant work experience in mortgage or fixed income related Capital Markets, Finance, etc…or related function. Relevant experience in prepayment modeling or credit analytics. Relevant experience with MSRs, whole loans, derivatives or other fixed income products

  • A Bachelor's Degree in Finance, Mathematics, Economics or equivalent (Master's preferred).

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