Hedge Fund Analyst

Senior Analyst, Hedge Advisory & Analytics

In this role, you will work with colleagues to run mortgage and hedging analytics while contributing to the development and maintenance of analytics models and related data systems. You will be focused on integrating analytics across departments with a concentration on mortgage cash flow modeling and mortgage hedging activity. You will analyze mortgage prepayment and credit risk to forecast cash flows of mortgage related assets, analyze investor and custodial funds earning and liability accounts and model characteristics of borrower behavior. You will use skills in SQL, Python, JavaScript and other platforms across large data sets. Ideal candidates will have some background in stochastic processes, knowledge of statistical modeling functions and implications thereof, and coding experience to write queries, transform data, calibrate, validate and debug models and build automation workflows.

Essenti...