Sr. Special Assets Analyst

Overview

Dominion Financial Services (DFS) is a nationally recognized private lender dedicated to supporting real estate investors. With a focus on Short-Term Bridge Loans and Long-Term Rental Loans, DFS enables clients to scale their businesses and build lasting wealth. We are seeking a detail-oriented and driven Capital Markets Analyst with hands-on experience supporting loan funding, post-closing, or capital markets operations to join our team.

Our Company's Core Values:

• Integrity
• Accountable & Dependable
• Team Centric
• System & Process Oriented
• Service Ethic
• Organized Efficiency - Risk Management & Compliance

The Sr. Special Assets Analyst serves as a dedicated portfolio intelligence role focused on data analysis, trend identification, underwriting quality assessment, and vendor performance oversight across defaulted business purpose loans. This position acts as an internal consulting resource to identify systemic issues, inform credit policy evolution, evaluate third-party service provider effectiveness, and provide analytical support to decision-makers. Unlike operational default management roles, this position does not manage individual loan workouts, coordinate foreclosures, or oversee REO operations.

The Analyst s primary deliverable is actionable intelligence that improves future loan quality and optimizes operational and vendor performance to reduce future default risk.

• Portfolio Analytics & Systemic Risk Identification
  • Conduct quantitative and qualitative analysis across the entire special assets portfolio to identify trends, patterns, and early warning indicators of credit deterioration
  • Develop and maintain analytical dashboards and reporting tools tracking key portfolio metrics (default rates, loss severity, geographic concentrations, product-level performance)
  • Perform cohort analysis comparing loan vintage performance to identify underwriting quality shifts over time
  • Analyze correlation between origination characteristics (LTV, FICO, property type, sponsor experience, market) and subsequent default outcomes
  • Prepare recurring portfolio performance reports for senior management with data-driven insights and recommendations
  • Present analytical findings to the Special Assets Committee, Underwriting, and executive leadership
• Vendor Performance Management & Quality Assurance
  • Monitor and evaluate default supporting vendor performance (onshore/offshore) against SLAs and quality standards
  • Recommend optimization strategies based on performance data to improve vendor effectiveness and efficiency
  • Review work product quality from vendor teams including property inspection reports, collateral valuation summaries, borrower contact documentation, and timeline tracking
  • Conduct data quality audits on vendor-supplied information to identify accuracy issues and remediation needs
  • Analyze vendor efficiency metrics including turnaround times, error rates, escalation frequency, and cost metrics
  • Identify process gaps and training needs within offshore/liquidation operations and recommend improvements
  • Develop performance scorecards to measure vendor contributions to portfolio outcomes
  • Collaborate with vendor leadership to communicate findings, implement corrective actions, and verify improvements
  • Recommend vendor management changes when gaps persist
  • Document vendor performance trends for senior management review and contract renewal decisions
  • Serve as quality control bridge between offshore teams and Internal Special Assets leadership to ensure consistent standards
• Underwriting Quality & Process Improvement Analysis
  • Conduct comprehensive post-mortem analysis on defaulted loans to identify policy gaps or exceptions that contributed to loss
  • Evaluate whether defaults resulted from operational deficiencies, policy violations, exception approvals, documentation weaknesses, or external market factors
  • Collaborate with Underwriting leadership to translate findings into policy recommendations, enhanced controls, or training needs
  • Assess effectiveness of risk mitigation structures (guarantees, reserves, cross-collateralization) in actual default scenarios
  • Document case studies of successful and unsuccessful credit decisions to inform training programs
  • Track adherence to policy over time and its correlation to portfolio performance
  • Identify emerging market risks or product vulnerabilities requiring policy adjustments
• Loss Mitigation Program Effectiveness Analysis
  • Evaluate loss mitigation program performance across workout strategies (modifications, forbearance, repayment plans, deed-in-lieu, short sales)
  • Compare recovery rates and loss severity across strategies to identify optimal outcomes
  • Analyze time-to-resolution metrics to assess efficiency and identify bottlenecks
  • Track borrower re-default rates following workout structures
  • Conduct cost-benefit analysis of loss mitigation alternatives versus foreclosure
  • Assess consistency in decision-making across similar files
  • Evaluate calibration of loss mitigation eligibility criteria by borrower…