VP - Residential Whole Loan Research (Buy-side)
Location: NYC
About the Firm
Our client is a well-established alternative asset manager with a long track record investing across residential credit, mortgage-related assets, and structured products. The firm combines deep fundamental credit expertise with sophisticated analytics to uncover opportunities across complex mortgage markets and has built a reputation for deploying capital across a broad range of residential strategies. As the platform continues to grow, they are looking to add an experienced residential mortgage professional to a highly visible role supporting investment and trading decisions.
The Opportunity
We are partnered with a leading investment platform seeking a Vice President, Residential Whole Loan Analytics to help drive research and analytics initiatives supporting residential whole loan trading strategies. This is a fundamental investing-oriented role that sits at the intersection of research, trading, and data analytics.
The ideal candidate will have deep expertise analyzing residential mortgage performance at the loan level, including prepayment, default, and severity behavior across first and second lien portfolios. While strong Python skills are required, this is not a pure quant seat. The team is looking for someone who can leverage data and models to generate actionable investment insights and support real-world trading decisions.
Candidates from both buy-side and banking backgrounds are encouraged to apply.
Key Responsibilities
- Lead research initiatives supporting residential whole loan investment and trading strategies
- Analyze loan-level mortgage performance data across large residential portfolios
- Enhance and validate prepayment, default, and severity models
- Develop pricing and risk frameworks to support whole loan acquisitions and portfolio management
- Partner closely with traders, investors, and modeling teams to translate analytics into investment decisions
- Conduct ongoing portfolio surveillance and identify emerging trends, risks, and opportunities
- Manage and mentor a small team of analysts
Ideal Background
- 6+ years of experience in residential mortgage analytics, whole loans, RMBS, mortgage research, or related areas
- Extensive experience working with loan-level residential mortgage data
- Strong understanding of prepayment, default, and credit performance drivers
- Proficiency in Python (required)
- Experience with SQL, R, SAS, or similar analytical tools is a plus
- Strong knowledge of residential mortgage products, including agency/non-agency and first/second lien collateral
- Ability to communicate complex analytical findings to investment and trading teams
If you're interested in leveraging deep mortgage analytics expertise in a highly commercial, investment-focused environment, we'd be happy to discuss further.
FAQs
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