Vice President, Residential Whole Loan Research, Buy-side

The Company is seeking a Vice President for Residential Whole Loan Research to lead short-term projects in this fundamental investing-oriented role. The successful candidate will be responsible for driving research and analytics initiatives that support residential whole loan trading strategies. This includes leading research, analyzing loan-level mortgage performance data, enhancing and validating prepayment, default, and severity models, and developing pricing and risk frameworks for whole loan acquisitions and portfolio management. The role also involves close collaboration with traders, investors, and modeling teams to translate analytics into real-world trading decisions, as well as ongoing portfolio surveillance to identify trends, risks, and opportunities. Applicants for the Vice President position should have a minimum of 6 years' experience in residential mortgage analytics, with a strong background in prepayment, default, and credit performance drivers. Proficiency in Python is required, and experience with SQL, R, SAS, or similar analytical tools is a plus. The ideal candidate will have a deep understanding of residential mortgage products, including agency and non-agency, and first and second lien collateral. The role is highly commercial and investment-focused, and the candidate should be adept at communicating complex analytical findings to investment and trading teams. The position also involves managing and mentoring a small team of analysts, so leadership skills are essential.