Capital Markets Analyst

Capital Markets Lake Forest, California


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 will be a member of the MSR team at loanDepot’s Capital Markets department with focus on valuations, pricing, cash flow modeling, prepayment & credit performance, trading, hedging & risk analytics of the mortgage servicing portfolio.  The position provides ample opportunity to work cross-functionally within Capital Markets and interact 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:

  • Supports daily and monthly valuation of mortgage servicing rights.
  • Provides risk analytics and position attribution to support MSR hedging.
  • Utilizes internally developed tools to assist in month end data ETL and scrubbing process.
  • Assists in bulk sale bid optimization & pricing.
  • Supports co-issue best execution pricing and volume analysis.
  • Utilizes third-party models including Compass Analytics and ADCO Prepayment Model in valuation and analysis activities.
  • Compiles surveillance reports of the mortgage servicing portfolio.
  • Assists in prepayment analytics & industry benchmarking.
  • Conducts data querying, manipulation, transformation, and analysis of large datasets.
  • Participates in ad hoc analytical projects as assigned.

Requirements:

  • Bachelor’s degree required, preferably in a quantitative discipline (finance, engineering, science, or mathematics)
  • Master’s degree or CFA/FRM designations preferred
  • Excel, SQL or VBA required
  • Python or SAS preferred
  • Experience in finance or finance-related field required. 
  • Experience in mortgage and fixed income field preferred.
  • Strong organizational skills required to execute on complex projects with autonomy and close attention to detail
  • Ability to manage deadlines across many disparate projects 
  • Strong critical thinking skills
  • Aptitude for quick and open-ended problem solving with little hand-holding

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.
  • DTO 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 on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.