MSR Quantitative Analyst

Bayview Asset Management•Coral Gables, FL

3d•Hybrid

About The Position

In this position, the Analyst will have the opportunity to gain exposure to various functions of the mortgage industry, collaborate with different departments inside Bayview and contribute to important investment decisions in a quantitative strategy. The ideal candidate will be highly analytical with strong computer skills and a desire to learn and grow within the MSR Portfolio Management team.

Requirements

Exceptional analytical, logical reasoning, and mathematical abilities with a strong attention to detail
Strong problem-solving skills with the ability to identify issues, evaluate alternatives, and implement effective solutions
Effective communicator, ability to clearly articulate complex data and insights in both written and verbal form
Strong proficiency in Excel, SQL, Python and data visualization
Strong organizational skills with the ability to manage multiple priorities and meet tight deadlines
Resilient under pressure, with ability to perform and sustain high-quality work in fast-paced environments
Bachelor or advanced degree in Math/Economics/Statistics/Computer Science/Finance/Business Analytics or a related quantitative field
0-2 years’ relevant work experience

Responsibilities

Preparing in-depth analytics for MSR sourcing across bulk, flow, CD/TPO channels based on collateral characteristics, agency type, delinquency and prepayment risk profile
Monitoring MSR market trends, competitiveness landscape and policy changes to inform sourcing strategies
Coordinating with Transaction Management and Sales to ensure smooth month-end closing and boarding
Conducting independent research and analysis using cash flow modeling, regression techniques, and other applicable quantitative and qualitative methods
Contributing to the automation initiatives of MSR Portfolio Management team
Maintaining existing high-quality reporting suites as well as designing new ones as needed
Participating in MSR team meeting & training sessions to gain exposure to mortgage industry
Other duties as needed or required