Junior Quantitative MBS Analyst

  • Competitive
  • Denver, CO, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 05 Jan 18 2018-01-05

Financial Firm that provides mortgage companies, banks and asset managers with state of the art risk analysis, portfolio construction, hedging, trading and valuation of Mortgage Servicing Rights (MSR) positions is looking for a Junior Quantitative Analyst.


  • Support a team that provides detailed and customized analysis of institutional clients’ MBS and MSR portfolios
  • Support a team that analyzes and evaluates Clients’ portfolios using prepayment, default and cash flow models
  • Model clients’ MSR portfolio risk
  • Monitor clients’ portfolios, for risk attribution and valuation
  • Monitor daily movements in the capital markets and understand their impact on client’s MSR positions and portfolios
  • Monitor MSR secondary markets and maintain the firms MSR valuation and risk models



  • 0-2 Years of Mortgage Market, Fixed Income Risk Management experience
  • Will look at candidates with strong quantitative backgrounds with no previous work experience
  • Must have worked with or have deep understanding of quantitative financial models: Interest rate models, MBS, MSR, Options
  • Knowledge of mortgage origination operations, MSR activities and interest rate and prepayment risk models is a strong requirement
  • Role requires advanced analytical modeling skills and superior written and oral communication skills
  • Must have strong current knowledge in one or more of the following programming languages: MS Excel, VBA, SAS, Matlab, SQL, R, C++


Candidates who have a passion for the Fixed Income Portfolio Management, who understand how complex quantitative models are used to price, trade, and hedge MSR’s and who enjoy working closely with institutional clients on complex issues should apply.

Keywords: MSR, Mortgage Origination, MSR, Valuation, Risk, Model Calibration, Capital Markets, Polypaths, QRM, Interest Rates, MSR Trading

Please refer to Job #22948 - and send MS Word attached resume to jeg@analyticrecruiting.com