Collateral Risk Analyst (Mortgage, MBS, Whole loan pricing)

Job Description

Collateral Risk Analyst (Contract | Hybrid – San Francisco, CA)

We are seeking a Collateral Risk Analyst to join a leading financial institution on a 6-month contract (potential for FTE conversion). This role focuses on collateral modeling, loan valuation, and risk analytics, supporting key decision-making across mortgage portfolios.

Key Responsibilities:

• Produce analytics to determine member borrowing capacity and collateral valuation
• Manage quarterly valuation and risk analysis for residential & commercial mortgage collateral
• Integrate and validate 3rd-party pricing/vendor data
• Support and enhance haircut/margin and pricing methodologies
• Maintain and optimize collateral models and reporting processes
• Analyze large datasets to identify trends and support decision-making
• Assist with model validation, reporting to senior leadership, and system/data mapping updates
• Provide support for member portal and collateral data issues

Must-Have Skills:

• 3+ years in mortgage portfolio analysis & risk management
• Strong knowledge of MBS and whole loan pricing & valuation concepts
• Proven experience handling large, complex datasets across platforms
• Advanced proficiency in Excel, Power BI, and SQL
• Strong analytical, problem-solving, and data storytelling skills

Nice to Have:

• Experience with Polypaths, AFT, or mortgage market tools
• 5+ years of relevant experience
• Degree in Finance, Economics, Statistics, or related field

Details:

• 📍 Location: Hybrid (San Francisco, CA – onsite Tue–Thu)
• 💼 Type: Contract (6 months, potential conversion)