Home Lending Portfolio Performance Analysis

Job Description
The Secondary Marketing Trading Group is responsible for hedging activity with the intent of reducing the risk inherent in the Mortgage Banking business while attempting to maintain Chase's pricing profile in the top half of the national and regional competition. Our team's objective is to maximize the mortgage origination volume while protecting the fair market value of the loans originated for sale. This role is for the Capital Markets Group of Chase Mortgage Banking. This position directly supports the Secondary Marketing Trading Activities with visibility and interaction with Senior Executives within the Mortgage Bank.
As a HL Portfolio Manager, you will maintain and update pricing and market inputs for a proprietary Best Execution and Pricing model, while collaborating with traders and essential teams to optimize pooling mortgage-backed securities. Build, maintain, and analyze reporting on relative value and position re-slotting. Control period over period model performance and evaluate the differences and impacts.
Job responsibilities:

• Attribution of Secondary Marketing P&L.
• Support of Secondary Marketing risk reporting and attribution.
• Perform financial analysis of trade desk model and positions.
• Analyze the Trader's daily positions and interface with them to fully optimize the position.
• Maintain and operate proprietary model to maximize portfolio value.
• Establish and enact strategies to optimize pooling MBS in the most value maximizing manner that meets relationship goals.
• Monitor position to prioritize and execute optimization of at-risk loans.
• Build and analyze reporting with a focus on trends historically and to forecast into the future. Streamline data processing and result analyzing, visualization processes.
• Conduct testing on system and model updates to ensure the stability and consistency.
• Collaborate with IT to develop, test, and promote system/pooling enhancements/break fix issues.

Required qualifications and skills:

• Financial Analysis/Accounting skills.
• Interest in Markets, Valuation, and interest rates and their impact on fixed income assets, specifically mortgages.
• Bachelor's degree.

Preferred qualifications and skills:

• Leadership capabilities, self-starter, and task oriented.
• Excellent written and verbal communication skills.
• Root cause analysis capabilities.
• Ability to prioritize competing deliverables under tight deadlines.
• Comfortable with programming logic working with large data sets.

About Us
Chase is a leading financial services firm, helping nearly half of America's households and small businesses achieve their financial goals through a broad range of financial products. Our mission is to create engaged, lifelong relationships and put our customers at the heart of everything we do. We also help small businesses, nonprofits and cities grow, delivering solutions to solve all their financial needs.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
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.
Equal Opportunity Employer/Disability/Veterans
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.