Vice President, Residential Whole Loan Research

Vice President, Residential Whole Loan Research

About the Company

Alternative asset manager investing across residential credit, mortgage-related assets, and structured products.

Industry
Investment Management

Type
Privately Held

About the Role

The Company is seeking a Vice President for Residential Whole Loan Research. This role is pivotal in driving research and analytics initiatives that support residential whole loan trading strategies. The successful candidate will be responsible for leading research, analyzing loan-level mortgage performance data, enhancing and validating prepayment, default, and severity models, and developing pricing and risk frameworks. A key aspect of the role is to partner with traders, investors, and modeling teams to translate analytics into real-world trading decisions. The position also involves managing and mentoring a small team of analysts. The ideal candidate will have a minimum of 6 years' experience in residential mortgage analytics, with a focus on whole loans, RMBS, or related areas. Deep expertise in analyzing residential mortgage performance at the loan level, including prepayment, default, and severity behavior, is essential. Proficiency in Python is required, and experience with SQL, R, SAS, or similar analytical tools is a plus. The role demands a strong understanding of residential mortgage products, including agency and non-agency, and first and second lien collateral. The candidate should be adept at communicating complex analytical findings to investment and trading teams and be prepared to work in a highly commercial, investment-focused environment.

Functions

• Data Management/Analytics
• Finance