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Senior Quantitative Analyst - MSR Home Mortgage
Category: Banking, Insurance
  • Your pay will be discussed at your interview

Job code: lhw-e0-90615857

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U.S. Bank

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  Job posted:   Wed Jun 6, 2018
  Distance to work:   ? miles
  1 Views, 0 Applications  
Senior Quantitative Analyst - MSR Home Mortgage


US Bank Home Mortgage is seeking a quantitative research analyst to contribute toward mortgage statistical modeling activities. The analyst will support and/or lead initiatives primarily related to empirical model development, monitoring, maintenance, documentation, and governance. Specific areas of focus may include, but are not limited to the modeling of: mortgage prepayments, mortgage rates, mortgage delinquencies and foreclosures, mortgage production and margins, as well as term structure and stochastic valuation modeling.


- Preparing analytics on an MSR portfolio, e.g., upfront pricing, valuation, prepayment speeds and delinquency trends.

- Compiling loan-level data via SQL, R, Python and Excel.

- Performing valuations in a fixed income valuation system (i.e., Polypaths, QRM, etc.)

- Preparing portfolio reports, e.g., Excel, Tableau, PowerPoint, etc.

- Responsible for managing projects for a large and complex business line or for major projects that cross several business lines. Typically works with senior level business line managers to formulate project scope. Projects generally take over twelve months to complete.

- Participates in the identification, design, development and implementation of assigned projects. Assigned projects may be general or systems related in nature. Interfaces with internal and external resources to ensure successful and timely completion in accordance with user needs. Additional responsibilities include:

- Directs and monitors project activity for an assigned functional area.

- Participates in meeting and task force activities to identify project goals, gains consensus on project steps, schedule and implementation procedures and estimates project costs; fosters cooperation and involvement from support team.

- Interviews users to identify and analyze needs; develops a project plan and provides input to recommendations for request and/or problem resolution.

- Identifies internal and/or external resources to ensure successful project completion.

- Prepares project status reports; makes alterations in project plan as needed.

- Assists with or prepares project implementation steps and documentation as appropriate; ensures a smooth implementation of project; resolves problems.

- Participates in training users as applicable.

- Participates in project evaluation against estimated plans and costs; provides continuing support and service as required.

- Manages performance of project team, and evaluates overall performance.



- 10 years of related experience.

- Recognized as an expert in multiple project areas.

- Expert-level of knowledge of business function and technical skills.

- Strong management, leadership and organizational skills.

- Excellent oral and written communication skills.

- Proven project management experience.

- Well-developed knowledge of assigned business line or functional area.

- Bachelor's degree or equivalent.


- Advanced degree in Statistics, Economics, Finance, Math or Accounting

- Proficiency in Microsoft Excel, Word and Access

- Proficiency in at least one of the following: SAS, Matlab, EViews, R, SQL, C

- Knowledge of time series analysis

- Developed skills in the following:

a) Summarizing and documenting major findings

b) Disciplined approach to research and new tasks

c) Time management skills

- Ability to demonstrate experience with model development and/or model validation activities.

- Comprehensive knowledge of assigned business line or functional area.

- Demonstrated management and leadership skills.

- Strong project management, organizational and analytical skills.

- Ability to identify and resolve exceptions and to analyze data.

- Excellent verbal and written communication skills.

- Proficiency in programming, statistical analysis and modeling software.

- Master's degree in related field.

**Job:** Project Management / Analysis

**Primary Location:** Minnesota-MN-Hopkins

**Shift:** 1st - Daytime

**Average Hours Per Week:** 40

**Requisition ID:** 180010727

**Other Locations:** Alabama-AL-Birmingham, CA-CA-Los Angeles, United States, CA-CA-San Francisco, Minnesota-MN-Minneapolis, Virginia-VA-Richmond, Missouri-MO-Saint Louis, New York-NY-New York

U.S. Bank is an Equal Opportunity Employer committed to creating a diverse workforce.
U.S. Bank is an equal opportunity employer committed to creating a diverse workforce. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, among other factors.

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