Capital Markets Analyst, Sr

Capital Markets Lake Forest, California Remote


Position at loanDepot

loanDepot, America's lender, matches borrowers through technology and high-touch customer care with the credit they need to fuel their lives. While there are many loan-touch career opportunities within loanDepot, we could not take care of our employees, nor our customers, without the amazing support of our corporate teams. From HR & Marketing to Finance & Compliance, #TeamloanDepot is always searching for the best talent out there. With over $100 billion in funded loans since inception, the evolution & enthusiasm is not slowing down anytime soon. Come join us!

loanDepot — We are America’s Lender.

Position Summary:

The Capital Markets Analyst, Sr. is responsible for providing quantitative and data-driven financial analysis & modeling to support our MSR portfolio and other areas of interest in Capital Markets. He/she contributes to the success of the business by supporting mortgage servicing rights valuations, interest rate risk management & hedging, prepayment and credit risk modeling, co-issue best execution analysis, bulk sale and EBO sales, portfolio performance reporting & benchmarking, asset return analysis, portfolio retention analytics, and servicing financial planning.  The position provides ample opportunity to work cross-functionally within Capital Markets and collaborates externally with multiple business groups.  The Capital Markets Analyst’s combination of finance, technical and analytical skills in conjunction with experience in fixed income finance & mortgage analytics will contribute to the success of the company while continuing to grow and advance his/her career with an industry leader.

Responsibilities:

  • Conducts complex data querying, manipulation, transformation, and analysis of large datasets.
  • Responsible for daily and monthly valuation of mortgage servicing rights.
  • Provides risk analytics and reports to support MSR hedging.
  • Supports co-issue best execution pricing and volume analysis.
  • Provides DCF analysis of total asset return, including NPV, IRR, and financial statement impact.
  • Utilizes/tunes third-party models including Compass Analytics, ADCO Prepayment Model, and CoreLogic Risk Model in valuation and analysis activities.
  • Conducts surveillance of servicing portfolio performance & benchmarking 
  • Performs prepayment analysis & benchmarking of all agency MBS sectors (FHMA, FHLMC, GNMA)
  • Develops/maintains portfolio retention analytics
  • Updates/supports internally developed conversion propensity and roll rate models

Requirements:

  • Critical thinking skills and ability to deal with difficult problems involving multiple facets and variables in non-standardized situations.
  •  Ability to analyze and interpret complex data
  •  Financial modeling and analysis skills
  • Good communication skills, ability to work both independently and collaboratively, demonstrate initiative
  •  Strong organizational skills, ability to execute on complex projects with autonomy and close attention to detail
  •  Adaptability to changes and shifts in priorities, multitasking skills, ability to manage competing deadlines
  •  Ability to make decisions that have moderate impact on the immediate work unit and cross functional departments.
  • Ability to provide consultation and expert advice to management
  •  Bachelor’s degree required, preferably in a quantitative discipline such as finance, engineering, science, or mathematics.
  •  Master’s degree, or CFA charter holder, or FRM designation preferred
  •  Minimum of three (3) + years’ experience in finance or finance-related field required, preferably with fixed income experience.
  • Experience in the Mortgage industry preferred.
  • Complex financial analysis and valuation experience required.
  •  Experience with Excel, SQL, and Python required.
  •  Experience with Tableau, SAS and R preferred

The Perks: 

  • Competitive compensation reliant on ability & experience.
  • Excellent benefits package including multiple health, dental & vision options.
  • Company paid life and AD&D Insurance, as well as additional voluntary benefit possibilities.
  • 401K with robust company match.
  • 15+ PTO days in addition to 8 paid company holidays.
  • The opportunity to work for America’s Lender under the vision of industry legend, Anthony Hsieh. 

We are an equal opportunity employer and value diversity in our company. We do not discriminate based on race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.