Manager MSR Pricing Valuation and Risk

Bachelor’s degree in finance, accounting, or related field is required.
8+ years of industry experience within a highly analytical role is required.
5 + years’ experience with Mortgage Servicing Rights or other mortgage modeling and cash flow experience.

Manage the development, testing and deployment of proprietary and third-party models for Mortgage Servicing Rights (MSR’s).
Work with third party brokers and other sellers of MSR’s to prepare timely valuation assessments for Investment Committee consideration.
Mapping of loan level data and running cash flow models to produce valuation reports.
Produce reports, market research and yield tables to be used by the Investment Committee and others to ensure the appropriate pricing for existing and newly originated MSR portfolios.
Produce monthly asset and liability attribute analysis and similar reporting as requested.
Produce adverse scenario, assumption review and prepayment analysis.
Provide robust reporting supporting the behavioral models and cash flows over various time horizons and collateral cohorts.
Research and obtain information on current trends and developments in mortgage modeling and mortgage markets to ensure BSI methodologies are best practice and in line with other market participants.
Responsible for maintaining and developing policies and procedures related to assigned business responsibilities.
Performs related duties as assigned by management.

Extensive knowledge of mortgage loans and mortgage servicing rights.
Attention to detail, high level of accuracy and ability to review self-created work.
Excellent oral and written communication skills.
Excellent computer skills, especially in MS Excel.
Comfortable performing research and analysis.
Ability to work within strict deadlines.
Teamwork orientation.
Maintain high degree of confidentiality.
Demonstrated business acumen with the ability to work and communicate with all levels of an organization.
Able to work independently with minimal supervision.