Sr.Manager- MSR Valuation
Saaki Argus & Averil ConsultingBangalore Rural, Karnataka, India30+ days ago
Job type
- Quick Apply
Job descriptionBachelor s Degree Required (Master s in finance or economics Preferred) Experience- 10+ years Minimum 1 2 years experiences of using Ad&Co, MIAC and Data Raptor CFA / FRM certification preferred 3+ years experiences in residential mortgage banking industry with advanced knowledge of mortgage MSR valuation, cash flow modeling, and scenario test experiences Have a background in quantitative finance, and in-depth knowledge of modeling techniques and risk metrics associated with fixed income and options-based valuation and hedging techniques Strong computer / modeling skills with proficiency in Excel, VBA, and SQL SAS programing knowledge is a plus Strong verbal and written communication skills
About Client :
A Leading US Mortgage organization
Primary responsibilities :
- Independently assess and document the appropriateness of the internal MSR valuation by validating model inputs & assumptions, understanding quantitative modeling techniques, and analyzing the resulting valuations, cash flows
- Independently identify, review, validate and document all assumption changes
- Independently validate valuation sensitivity analysis under different shock scenarios
- Obtain, review, analyze, and present results of industry surveys and external market valuations
- Develop and provide required reporting per MSR valuation risk management policies and guidelines
- Develop and maintain efficient and transparent processes
Qualification Requirements :
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Valuation • Bangalore Rural, Karnataka, India