Portfolio Analysis

Overview

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Job Summary

As an MSR Data Scientist within our Mortgage Servicing Rights team, you will leverage your expertise in data science and analytics to support the valuation and risk management of our MSR portfolio. You will collaborate with quantitative modelers, business stakeholders, and technology teams to enhance data tools and analyses. You will manage end-to-end project delivery, ensuring high-quality and timely execution of data initiatives. Your work will directly impact our ability to make informed, data-driven decisions.

Responsibilities

• Leverage proprietary, industry-standard, and open-source data stores and tools to assemble, organize, and analyze data
• Develop Python-based programs and utilities to support MSR valuation modeling, including deployment, testing, and analysis
• Provide analytical and data management support for the MSR portfolio valuation model and risk management, including management of data-source access and local application implementation
• Collaborate with business and technology colleagues to gather requirements and implement data analysis tools into the proprietary Athena ASCode platform
• Understand and translate business needs into data models supporting model valuation and back-testing
• Employ dynamic product development and implementation best practices to enhance data solutions
• Manage end-to-end project delivery, ensuring quality and timely execution of data projects
• Support quantitative modelers and business stakeholders with data-driven insights
• Ensure compliance with data governance and security standards
• Document processes and maintain clear communication with cross-functional teams
• Continuously seek opportunities to improve data tools and analytics capabilities

Required Qualifications, Capabilities, And Skills

• Bachelor’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related field
• Expertise in modeling and machine learning platforms, particularly Python or R
• Strong quantitative and analytical skills with demonstrated critical thinking and problem-solving abilities
• Advanced understanding of SQL and Microsoft Professional Suite Excel (Visual Basic)
• Comprehensive knowledge of fixed income analytics and financial modeling
• Experience with modern machine learning and statistical modeling techniques, including classification, regression, and time-series analysis/forecasting
• Ability to explain and convert complex concepts into digestible information for various business audiences
• Two years of experience in data-related development or analysis roles
• Strong software and business systems design, analysis, and development skills
• Ability to work independently and collaboratively in a fast-paced environment
• Organized, inquisitive, self-motivated, and adaptable to changing priorities and execution timelines

Preferred Qualifications, Capabilities, And Skills

• Master’s degree in Financial Engineering, Statistics, Mathematics, Computer Science, or a related field
• Experience with performance analysis and code optimization
• Familiarity with mortgage loan data, prepayment models, interest rate models, credit models, and cash flow tools
• Experience implementing data analysis tools into proprietary platforms such as Athena ASCode
• Prior experience in the financial services industry, particularly in mortgage analytics or risk management
• Demonstrated ability to manage multiple projects and deliver results under tight deadlines
• Strong communication and presentation skills

About Us

JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world’s most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.

We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.

About The Team

Our Consumer & Community Banking division serves our Chase customers through a range of financial services, including personal banking, credit cards, mortgages, auto financing, investment advice, small business loans and payment processing. We’re proud to lead the U.S. in credit card sales and deposit growth and have the most-used digital solutions – all while ranking first in customer satisfaction. For many, owning a home is the ultimate dream and we’re here to help customers make responsible choices throughout the home buying process through our online tools and advice. Whether purchasing a first home or vacation home, refinancing an existing loan or tapping into a home equity line of credit, we offer comprehensive services to help homeowners at every stage of their journey.

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