Sr.Manager- MSR Valuation
3 weeks ago
About Client: A Leading US Mortgage organization Primary responsibilities: Independently assess and document the appropriateness of the internal MSR valuation by validating model inputs & assumptions, understanding quantitative modeling techniques, and analyzing the resulting valuations, cash flows Independently identify, review, validate and document all assumption changes Independently validate valuation sensitivity analysis under different shock scenarios Obtain, review, analyze, and present results of industry surveys and external market valuations Develop and provide required reporting per MSR valuation risk management policies and guidelines Develop and maintain efficient and transparent processes Qualification Requirements: Bachelor s Degree Required (Master s in finance or economics Preferred) Experience- 10+ years Minimum 1 2 years experiences of using Ad&Co, MIAC and Data Raptor CFA/FRM certification preferred 3+ years experiences in residential mortgage banking industry with advanced knowledge of mortgage MSR valuation, cash flow modeling, and scenario test experiences Have a background in quantitative finance, and in-depth knowledge of modeling techniques and risk metrics associated with fixed income and options-based valuation and hedging techniques Strong computer/modeling skills with proficiency in Excel, VBA, and SQL SAS programing knowledge is a plus Strong verbal and written communication skills
