Senior Mortgage Valuation, Cash Flow Analytics Consultant

• Analyze mortgage portfolio performance, valuation, cash flows, and profitability across mortgage-related assets and portfolios
• Help develop future Home Equity analytics and securitization capabilities
• Evaluate mortgage pricing and product economics, including note rate versus par rate and price, points and lender credits, fixed-rate versus adjustable-rate mortgages, and lock terms
• Model origination behavior using pull-through assumptions and assess fallout drivers
• Decompose expected profitability into revenue and cost components, including Net Interest Margin, fee income, fulfillment, hedge, capital, and liquidity costs
• Produce and interpret NPV, Return on Assets, Return on Equity, capital utilization, and capital allocation measures
• Partner with Mortgage Capital Markets and Secondary Marketing to evaluate pipeline strategies, delivery methods, and execution alternatives
• Assess margin impact of rate volatility and optimize execution selection
• Perform scenario and sensitivity analysis across interest-rate shocks, CPR, pull-through, and spread assumptions
• Develop forecasts, reporting, dashboards, and analytical insights for senior leadership
• Translate complex findings into clear business recommendations
• Partner across Finance, Risk, Treasury, Mortgage Capital Markets, and Business teams on portfolio optimization, profitability enhancement, and strategic initiatives

• 4+ years of Risk Analytics experience, or equivalent demonstrated through work experience, training, military experience, or education
• Experience supporting financial or portfolio analytics within Mortgage Finance, Home Equity, Mortgage Capital Markets, Mortgage Banking, Secondary Marketing, mortgage securitization, or a related financial services environment
• Experience supporting securitization, structured finance, capital markets, or secondary marketing initiatives, including cash flow analysis, collateral analytics, valuation, and execution economics
• Working knowledge of mortgage and home equity products, pricing, valuation, and portfolio performance, including MBS, RMBS, home equity loans and HELOCs, securitization structures, and secondary market execution
• Experience supporting cash flow analytics, portfolio analytics, profitability analysis, forecasting, scenario analysis, business performance measurement, and mortgage-related modeling
• Familiarity with pull-through, fallout, prepayment, pipeline, and loan-level performance drivers
• Ability to evaluate mortgage portfolios, identify profitability and risk drivers, assess valuation impacts, and deliver actionable insights and recommendations
• Experience supporting development, maintenance, and validation of analytical models, dashboards, and reporting solutions
• Proficiency with one or more of SQL, Python, SAS, Power BI, or Tableau
• Experience working with financial datasets and collaborating with Risk, Finance, Capital Markets, Servicing, and business teams
• Strong analytical, problem-solving, communication, presentation, and collaboration skills
• Willingness to work onsite at the stated location on the job posting

Demonstrates expertise in mortgage portfolio performance analysis, valuation, and profitability, with a strong focus on cash flow analytics and securitization capabilities. Proficient in developing analytical models and delivering actionable insights to enhance portfolio optimization and strategic initiatives.

• Risk Analytics Experience
• Mortgage Finance Expertise
• Cash Flow Analysis
• SQL Proficiency
• Analytical Model Development

• Portfolio Analytics
• Profitability Analysis
• Scenario Analysis
• Valuation Techniques
• Mortgage Pricing
• Securitization Structures
• Forecasting
• Performance Measurement
• Data Analysis
• Financial Modeling

• Analytical Skills
• Problem-Solving
• Communication
• Presentation
• Collaboration

• Mortgage Capital Markets
• Home Equity
• Secondary Marketing
• Structured Finance
• Mortgage Banking
• Cash Flow Analytics
• Collateral Analytics
• MBS
• RMBS
• HELOCs

• SQL
• Python
• SAS
• Power BI
• Tableau