Portfolio and Performance Analysis

Turn complex mortgage servicing data into clear insights that shape valuation and pricing decisions. In this role, you’ll bring structure to recurring reporting, uncover drivers behind performance, and help strengthen quantitative models through disciplined monitoring. You’ll collaborate across functions, improve repeatable workflows, and translate analytics into materials that leaders can act on. If you enjoy combining markets curiosity with hands-on analysis, this opportunity is built for you.

As a Portfolio and Performance Analyst in Capital Marjets Team, you support mortgage servicing rights (MSR) portfolio valuation, risk management, and origination pricing through cash flow analysis, recurring reporting, and quantitative model monitoring. You help explain performance and variance drivers, contribute to model calibration and back-testing activities, and improve processes and documentation that strengthen controls and governance.

• Analyze servicing cash flows and model outputs to identify performance trends and key drivers


• Produce monthly reporting and support quarterly model performance monitoring, including variance investigation and attribution


• Support model calibration and back-testing efforts, including sensitivity analysis aligned to documentation and governance needs


• Build repeatable tools and workflows to support model inputs, assumptions, controls, and reporting requirements


• Create and maintain user guides, procedures, and methodology documentation to improve process clarity and continuity


• Partner with cross-functional teams to enhance model reliability and contribute to business review materials for senior stakeholders

• Bachelor’s degree (or equivalent) in a quantitative or analytically rigorous field (e.g., finance, economics, statistics, mathematics, engineering, computer science, or related disciplines)


• Demonstrated analytical and problem-solving skills with strong attention to detail


• Ability to translate quantitative results into clear written and verbal reporting for stakeholders


• Proficiency with a BI/visualization tool (e.g., Power BI, Tableau, or similar)


• Advanced Excel skills, including the ability to operate and maintain complex analytical workbooks


• Proficiency in SQL for data extraction and manipulation


• Ability to manage multiple priorities, work independently across time zones, and drive tasks to completion with limited real-time oversight


• Comfort working with quantitative models and interpreting performance signals (e.g., trends, variances, and sensitivities)

• Familiarity with large language model (LLM) tools to improve productivity and communication


• Ability to read and edit Python to support existing analytics workflows