As a Financial Engineer you’ll be part of the Capital Market's Analytics team that focuses on building, maintaining, and enhancing advanced models and analytics tools to support Secondary Marketing MSR position. You and your team will work closely with the firm’s trading desk and servicing team, and you’ll be responsible for building and maintaining the firm’s core financial models and providing analytical support for trading and hedging. Create, maintain and deliver quantitative processes including data mining, predictive modeling and other complex data processing. Utilize complex quantitative software to manage the MSR/Early Buyout (EBO) portfolio and servicing positions, risk analysis, hedge strategies and market data. Maintain, enhance existing financial models including prepayment, mortgage rate, delinquency, etc. and develop new models/algorithms when needed. Create, maintain, deliver monthly and quarterly analytical reports including valuation, risk, stress testing and model update. Identify and implement automation opportunities to enhance scalability, accuracy, and efficiency