Senior Manager – Enterprise Analytics, Quantitative Modeling

• Lead quantitative research, model development, and analytical support for models used in agency mortgage-backed securities valuation, risk management, and capital markets decision-making
• Manage complex modeling initiatives across research, model design, implementation, performance monitoring, validation, and production support
• Lead a team responsible for mortgage prepayment, valuation, and market-risk model research, development, calibration, implementation, and monitoring
• Direct Agency MBS prepayment-model research across mortgage products and borrower segments
• Translate model outputs and complex quantitative findings into actionable insights for Capital Markets, Market Risk, trading, portfolio management, and senior leadership
• Manage the model lifecycle with Model Risk Management and Validation, including documentation, monitoring, effective challenge, remediation, and resolution of validation or audit findings
• Interpret model results, monitor performance, and assess risks using relevant business context
• Drive model modernization through advanced analytical frameworks, AI-enabled automation and workflows, and on-demand analytical capabilities
• Collaborate with department leadership to develop the strategic plan for the function or related business process
• Coach team members to communicate technical subject matter clearly and concisely

• Minimum 6 years of experience in quantitative modeling, model development, mortgage analytics, or fixed-income analytics
• Strong understanding of statistical modeling, model calibration, backtesting, benchmarking, sensitivity analysis, scenario analysis, and stress testing
• Experience supporting models throughout development, implementation, validation, production, and performance-monitoring life cycles
• Demonstrated experience leading complex quantitative projects and coordinating work across business, risk, validation, and technology stakeholders
• Strong written and verbal communication skills, including explaining technical concepts to quantitative and nontechnical audiences
• Advanced programming skills, particularly in Python, with ability to develop scalable analytical solutions
• Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence
• Bachelor's degree or equivalent
• Expertise in agency MBS, mortgage prepayment modeling, fixed-income valuation, interest-rate risk, or mortgage cash-flow analytics
• Knowledge of fixed-rate, adjustable-rate, FHA/VA, reperforming, or nonperforming mortgage products
• Prior experience in the secondary mortgage market and/or capital market trading
• Master's degree in mathematics, statistics, financial engineering, economics, quantitative finance, or related quantitative discipline preferred

Demonstrates expertise in quantitative modeling, model development, and mortgage analytics, with a strong focus on agency MBS and fixed-income valuation. Capable of leading complex projects, translating quantitative findings into actionable insights, and driving model modernization through advanced analytical frameworks.

• Quantitative Modeling
• Model Development
• Mortgage Analytics
• Statistical Modeling
• Python Programming

• Model Calibration
• Backtesting
• Benchmarking
• Sensitivity Analysis
• Scenario Analysis
• Stress Testing
• Model Validation
• Performance Monitoring
• Mortgage Prepayment Modeling
• Fixed-Income Valuation

• Strong Communication Skills
• Team Leadership
• Coaching

• Agency MBS
• Mortgage Products
• Secondary Mortgage Market
• Capital Market Trading
• Interest-Rate Risk

• AI-Enabled Automation
• Analytical Frameworks