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 (especially Non-Agency) pricing, hedging and other activities. You and your team will work closely with the firm’s trading desk and you’ll be responsible for building and maintaining the firm’s core financial and optimization models and providing analytical support for trading and hedging. Knowledge and practical experience with Non-Agency Pricing, Collateral and Bond Cashflow dynamics. 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.