Residential Whole Loan Trader

We are seeking an experienced quantitative professional to join our residential mortgage whole loan acquisition and portfolio management team. This role will focus on modeling, analytics, and data integration to support trading, structuring, and risk management decisions. The ideal candidate will combine deep mortgage market knowledge with strong quantitative skills to forecast borrower behavior, optimize portfolio performance, and enhance analytical infrastructure. Key Responsibilities Behavioral Modeling & Forecasting: Develop and maintain borrower performance models, including default, delinquency, and prepayment curves for pools of residential mortgage loans. Create and calibrate S-curves and other behavioral models to capture sensitivity to interest rates, credit attributes, and macroeconomic factors. Conduct scenario and stress testing to assess portfolio resilience under varying market conditions. Perform leveraged cash flow modeling for whole loan pools and securitization structures. Evaluate relative value across loan cohorts and securitization tranches using tools such as Intex, Yield Book, and internal models. Support portfolio managers in trade structuring, hedging strategies, and P&L attribution. Data Management & Integration: Manage large, loan‑level datasets and ensure data integrity across acquisition, surveillance, and reporting workflows. Integrate data into internal systems and visualization platforms such as Snowflake, Power BI, and Tableau. Collaborate with technology teams to enhance automation and scalability of analytical processes. Risk & Performance Monitoring: Track portfolio performance against expectations and market benchmarks. Partner with risk management to design and implement hedging programs and monitor exposure metrics (duration, convexity, spread risk). Market & Research: Track all recent whole loan market activity. Stay current on mortgage market trends, regulatory developments, and investor behavior. Contribute to research initiatives on borrower behavior, housing economics, and securitization structures. Benefits Hybrid working and reasonable accommodations Paid volunteer time to step away from your desk and into the community Support to grow through professional development courses, tuition/qualification reimbursement and more Maternal/paternal leave benefits and family services Complimentary subscription to Headspace – the mindfulness app Corporate membership to ClassPass and other health and well‑being benefits Unique employee events and programs including a 14er challenge Complimentary beverages, snacks and all employee happy hours Required Skills Education: Master’s or Ph.D. in a quantitative discipline (Finance, Economics, Statistics, Mathematics, Physics, Engineering, or related field). Experience: Minimum 5 years in mortgage analytics, quantitative research, or portfolio modeling within an asset manager, hedge fund, bank, or rating agency. Technical Skills: Proficiency in cash flow modeling and loan‑level analytics. Advanced knowledge of Intex, Yield Book, and other mortgage analytics platforms. Strong programming skills in Python, R, or SQL for data manipulation and model development. Familiarity with Snowflake, Power BI, and Tableau for data integration and visualization. Domain Expertise: Deep understanding of residential mortgage products (Prime, Non‑QM, Jumbo, second liens, HELOCs), borrower behavior, and securitization structures. Soft Skills: Excellent communication, ability to present complex analytics to senior stakeholders, and collaborative mindset. Supervisory Responsibilities No Potential for Growth Regular training Continuing education courses Compensation Information The base salary range for this position is $180,000 - $210,000. This range is estimated for this role. Actual pay may be different. This role will remain open through February28,2026. Annual Bonus Opportunity Position eligible to receive an annual discretionary bonus award from the profit pool. The profit pool is funded based on company profits. Individual bonuses are determined based on company, department, team and individual performance. Additional Information At Janus Henderson Investors we’re committed to an inclusive and supportive environment. We believe diversity improves results and we welcome applications from candidates from all backgrounds. Don’t worry if you don’t think you tick every box, we still want to hear from you! We understand everyone has different commitments and while we can’t accommodate every flexible working request we’re happy to be asked about work flexibility and our hybrid working environment. If you need any reasonable accommodations during our recruitment process, please get in touch and let us know at View email address on click.appcast.io. You should be willing to adhere to the provisions of our Investment Advisory Code of Ethics related to personal securities activities and other disclosure and certification requirements, including past political contributions and political activities. Applicants’ past political contributions or activity may impact applicants’ eligibility for this position. You will be expected to understand the regulatory obligations of the firm, and abide by the regulated entity requirements and JHI policies applicable for your role. Janus Henderson Investors is an equal opportunity / affirmative action employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status. #J-18808-Ljbffr