Collateral Risk Analyst

Title: Collateral Risk Analyst Location: San Francisco, CA (Hybrid) Full-time/ Contract Primary Responsibilities Manage the Bank’s quarterly collateral valuation and risk analysis processes for residential and commercial portfolios, including preparing loan data files, supporting vendor submissions, and identifying key valuation trends. Integrate valuations from third-party pricing vendors into the mortgage loan valuation process. Review vendor pricing outputs for reasonableness and investigate key drivers of price changes. Perform data validation and quality checks on loan‑level datasets and pricing outputs, including reconciling results across reporting cycles and investigating discrepancies. Support updates to existing pricing methodologies and development of new approaches to ensure market‑consistent valuation practices. Provide analytical support for collateral models, including valuations and margin methodologies. Support model validation activities and remediation of findings. Execute projects independently that enhance and/or streamline department reporting capabilities. Prepare and support reports for Senior Management and the Board of Directors. Support mortgage collateral systems and data processes, including maintaining data mappings and updating fields within the Mortgage Collateral Management system. Monitor collateral data submissions and assist members with mortgage data file errors, corrections, and data mapping requirements. Provide support for the member portal and related system inquiries. Qualifications Bachelor’s degree in finance, economics and statistics or a related field or equivalent education. Three to five years progressively responsible experience in mortgage portfolio analysis and risk management, including expertise in whole loan and securities valuation as well as prepayment and default modeling. Detail‑oriented and well‑organized, with strong data quality focus and sound judgment in applying procedures. Excellent interpersonal skills to work in a team environment and to influence and interface with a broad range of stakeholders at all levels, both internal and external. Proficiency with mortgage market–related software tools such as PolyPaths and AFT. Uses data to aid decision making by possessing strong analytical and problem‑solving skills while being able to tell the story behind the numbers and analysis. Ability to manage large datasets across multiple data stores and technology platforms. Strong SQL skills for querying, transforming, and validating large datasets, with proficiency in Microsoft Excel and Power BI. Must‑Have Qualifications Minimum of three (3) years of progressively responsible experience in mortgage portfolio analysis and risk management, including expertise in whole‑loan and securities valuation. Demonstrated ability to manage large datasets across multiple data stores and technology platforms. Strong proficiency with Microsoft Excel, Power BI, and SQL. Nice‑to‑Have Qualifications Proficiency with mortgage market‑related tools such as PolyPaths and AFT. Bachelor’s degree in finance, economics, statistics, or a related field (or equivalent education/experience). Five (5) or more years of experience in mortgage portfolio analysis and risk management, including expertise in whole‑loan and securities valuation. #J-18808-Ljbffr Diligente Technologies