• VP, Hedge Advisory & Analytics

    SitusAMCMontpelier, VT 05633

    Job #2658259744

  • SitusAMC is where the best and most passionate people come to transform our client's businesses and their own careers. Whether you're a real estate veteran, a passionate technologist, or looking to get your start, join us as we work together to realize opportunities for everyone, we proudly serve.

    At SitusAMC, we are looking to match your unique experience with one of our amazing careers, so that we can help you realize your potential and career growth within the Real Estate Industry. If you are someone who can be yourself, advocate for others, stay nimble, dream big, own every outcome, and think global but act local - come join our team!

    In this role, you will work with colleagues to run mortgage and hedging analytics while contributing to the development and maintenance of analytics models and related data systems. You will be focused on integrating analytics across departments with a concentration on mortgage cash flow modeling and mortgage hedging activity. You will analyze mortgage prepayment and credit risk to forecast cash flows of mortgage related assets, analyze investor and custodial funds earning and liability accounts and model characteristics of borrower behavior. You will use skills in SQL, Python, JavaScript and other platforms across large data sets. Ideal candidates will have some background in stochastic processes, knowledge of statistical modeling functions and implications thereof, and coding experience to write queries, transform data, calibrate, validate and debug models and build automation workflows.

    Essential Job Functions:

    • Interface directly with institutional clients

    • Run hedge analyses as needed

    • Contributes to the development and maintenance of valuation models to align with industry best practices and changing client needs

    • Interfaces with colleagues across multiple teams to explain methodologies and support integration with a high degree of competency and integrity

    • Oversee work of junior employees

    • Validate the work of other colleagues for quality assurance

    • Such other activities as may be assigned by your manager

    Qualifications/ Requirements:

    • Graduate Degree in finance, economics, statistics, mathematics, physical science or equivalent level of education and experience

    • Minimum of 8+ years of industry and/or relevant experience, typically with 2+ years in an AVP level role or external equivalent

    • Understanding of statistics

    • Understanding of advanced modeling techniques

    • Understanding of platforms for handling large data sets

    • Experience with programming language such as Python, Julia or C++ Strong verbal and written communication skills required

    Special Requirements:

    • The employee may be required to report to a different local office as a normal, contemplated, and mandated incident of their employment

    Working Conditions:

    • Office environment with frequent computer, mouse, keyboard use

    • Alternating between sitting or standing as needed

    • Hearing, talking, reaching, grasping

    #LI-AB1 #LI-Remote

    Note: This job description is not intended to be all inclusive or exclusive. At any time, employees may perform other related duties as required to meet the ongoing needs of the organization and participate in additional trainings.

    SitusAMC is an Equal Opportunity Employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, national origin, disability, genetics, protected veteran status, sexual orientation, gender identity or expression, or any other characteristic protected by federal, state, or local laws.

    Know Your Rights, Workplace Discrimination is Illegal (~~~)

    SitusAMC does not accept unsolicited resumes from staffing agencies, search firms or any third parties. Any unsolicited resume submitted to SitusAMC in any manner will be considered SitusAMC property, and SitusAMC will not pay a fee for any placement resulting from the receipt of an unsolicited resume.

    Job Location:

    Denver, CO, USA; Remote, RE, USA

    Country:

    USA

    The annual full time base salary range for this role is ($68,000 - $175,000). Specific compensation is determined through interviews and a review of relevant education, experience, training, skills, geographic location and alignment with market data. Additionally, certain positions may be eligible to receive a discretionary bonus as determined by bonus program guidelines, position eligibility and SitusAMC Senior Management approval. SitusAMC offers PTO and paid holidays, the terms of which are set forth in the program policies. All full time employees also are eligible to participate in various benefit plans, including medical, dental, vision, life, disability insurance and 401K; in each case in accordance with the terms of the applicable plans.

    Pay Transparency Nondiscrimination Provision (~~~)