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Director, Analytics - Capital Markets

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Job ID: 1001892

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Job Description

Job Functions and Responsibilities:

Success in this role looks like the ability to successfully perform each essential duty satisfactorily:

Develop robust and comprehensive models using advanced statistics and algorithmic programming

Lead and provide model validation and monitoring support across Capital Markets

Develop streamlined model performance and tracking reports

Develop a strategy and lead the team to aggregate and analyze large data sets to be used in assumption and model validation

Strategize with leaders and IT to collaborate to define a robust Capital Markets data framework

Support ongoing back-testing of existing models, as well as identify any strengths and weaknesses

Own, support and continually improve the documentation of model methodology, inputs, and outputs for the purpose of audit and review

Collaborate and support execution of Capital Markets strategies as an interface with IT, regarding analytics requirements to ensure end user needs are met

Develop and maintain statistical analyses that measure and model the behavior of mortgage assets, to mitigate risk

Conduct scenario analysis and stress testing leveraging macro-economic fundamentals to illustrate behavior under changing economic conditions

Measure the dynamics of the MSR portfolio to changing macro-economic conditions

Analyze hedge activity, including interest rate risk inherent to financial instruments

Build strategy and implement enhanced analytics to facilitate the decision-making of multiple sale options (ex: securitization or whole loan)

Leverage third party models where necessary to measure asset behavior

Conduct strategic research and analysis for executive management by request

Conduct ad hoc research and reports for the valuation & analytics teams

Develop strategies to maintain Capital Markets data integrity and business workflow efficiency

Provide recommendations for continuous improvement of the department's reports, processes, policies and procedures

Support development of Capital Markets technology roadmap and collaborate with various IT groups within the firm to achieve the best in class results as needed

Proactively identify and pursue opportunities to exploit new technologies to achieve key business objectives

Any other tasks as assigned


To perform this job successfully, an individual must have the following education and/or experience:

Bachelors Degree, preferably in Mathematics, Computer Science, Finance, or Economics (Required)

Masters degree in a quantitative or technology field such as Finance, Economics, Mathematics, Statistics, or Information Technology (Preferred)

Minimum 7 years of experience of advanced data analysis and modelling

Minimum of 5 years experience in people management or equivalent managing teams and projects

Advanced knowledge of and experience with machine learning and AI tools

Experience with creating data-driven algorithmic solutions

Advanced knowledge and experience with Oracle and SQL databases

Proven ability to formulate a strategy, but additionally be able to integrate that into actionable items for successful project management

Experience successfully collaborating across various sections of an organization

Proficient people leader, with experience managing people across time zones

Strong problem-solving skills, including the ability to formulate solutions to non-routine problems

Experience with Secondary Risk Management systems and data preferred (MIAC, QRM, Compass Analytics)

Ability to interpret technical-level data with a functional-level understanding of risk analytics

Detail-oriented and capable of working independently

Exceptional time management skills

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