VP - Mortgage - Capital Markets Portfolio Strategy

Description

The VP - Home Mortgage - Capital Markets Portfolio Strategy leads the development of cross-functional analytics, modeling, and management reporting to inform strategic recommendations on margin management, MSR valuation, recapture and lead generation, CRA performance, and related areas. This role integrates data analytics, business strategy, and compliance, transforming complex and diverse data sources into actionable intelligence that drives successful outcomes across multiple initiatives.

The ideal candidate will possess deep expertise in residential mortgage origination and analytics and demonstrate the ability to collaborate effectively with mortgage and consumer banking teams to exchange information and promote accountability.

This position requires frequent engagement with senior leadership, including regular presentations of findings and strategic recommendations. Exceptional presentation and communication skills are essential for success in this role.

Primary Responsibilities Include:

CRA Data Integration, Analysis, and Reporting:Develop and maintain CRA tracking systems that consolidate data from diverse sources. Build models to monitor lending performance and automate data validation for accuracy. Create Tableau dashboards to visualize CRA metrics and produce reports that highlight key trends, risks, and opportunities (20%)

Ex-Ante Customer Behavior Analysis:Develop analytics and models to enhance pricing margin management and mortgage asset valuation at the customer level. Focus areas include borrower behavior in the MSR portfolio (particularly refinance responsiveness impacting perceived lead quality and price elasticity) and correspondent seller performance, including delivery profiles and MSR performance. (20%)

MSR Prepayment & Default Projections:
Assess Citizens’ MSR and whole loan assets, both existing balance sheet and new production, to identify cohorts with elevated runoff or default risk under specific economic scenarios. Recommend potential liquidation and/or future acquisition strategies based on risk insights. (20%)

Executive Dashboard Creation:Design and maintain executive dashboards in Tableau to support performance tracking and strategic decision-making. Ensure dashboards deliver clear insights at a high level, with options for granular data exploration and deeper analysis aligned with organizational priorities. (20%)

Ad Hoc Analytics:Rapidly develop analytics to support real-time decision-making and ad hoc initiatives. Continuously manage and adapt insights to reflect evolving discussions and changing environments. (20%)

Management Responsibility:

The VP of Portfolio Strategy is a strategic individual contributor supporting Citizens Home Mortgage Capital Markets, including pricing, hedging, loan sales and delivery, acquisitions, and MSR valuation. While not a people manager, this role is expected to provide strong thought leadership across these functions.

Skills / Competencies:

Technical Proficiency Requirements:

• Advanced Data Analytics:Expertise in Microsoft SQL for complex data extraction, transformation, and analysis across multiple data sources
• Visualization Expertise:Tableau (or other reporting tool) development skills including calculated fields, parameters, LOD expressions, and dashboard optimization
• Statistical Analysis:Understanding of automation and/or predictive analytics using tools such as Python or Power Shell
• Database Management:Experience with data warehouse concepts, ETL processes, and working with large datasets / databases
• Microsoft Office Mastery:Expert Excel skills including complex formulas, pivot tables, macros, VBA, and financial modeling;
  Advanced PowerPoint capabilities for executive presentations

Industry Knowledge:

• Knowledge of HMDA data requirements, geocoding methodologies, and fair lending principles
• Deep understanding of drivers impacting mortgage asset performance
• Deep understanding of drivers impacting mortgage borrower/customer behavior.
• Mortgage lending lifecycle from origination through sale

Business and Strategic Competencies:

• Strategic thinking capabilities to identify market opportunities and develop innovativeCRAsolutions
• Project…