Collateral Risk & Analytics Associate
The Collateral Risk & Analytics Associate supports loan valuation, data analytics, and reporting across the Bank's mortgage collateral pricing process. This role partners with internal risk teams, members, and third-party vendors to ensure accurate collateral valuation, data integrity, and reporting for residential and commercial portfolios.
Key Responsibilities:
* Manage quarterly collateral valuation and risk analysis for mortgage portfolios
* Prepare and validate loan-level data for internal use and vendor submissions
* Integrate and review third-party pricing outputs, investigating valuation changes
* Perform data quality checks, reconciliations, and discrepancy analysis across reporting cycles
* Support collateral models, including valuation and margin/haircut methodologies
* Assist with model validation and ongoing methodology enhancements
* Produce analytics to support borrowing capacity and collateral risk insights
* Maintain and update mortgage collateral systems, data mappings, and reporting processes
* Monitor data submissions and assist with member file errors and corrections
* Prepare reports for senior management and support ad hoc analysis
* Collaborate with internal teams, vendors, and stakeholders on data and reporting needs
Required Qualifications:
* 3+ years of experience in mortgage portfolio analysis and risk management
* Experience with whole loan and securities valuation
* Strong SQL, Excel, and Power BI skills
* Experience working with large datasets across multiple systems
* Strong analytical, problem-solving, and data validation skills
* Excellent communication and stakeholder management abilities
Preferred Qualifications:
* Bachelor's degree in finance, economics, statistics, or related field
* Experience with prepayment/default modeling and collateral valuation frameworks
* Familiarity with tools such as PolyPaths and AFT
* Experience supporting collateral models, liquidation valuation, and margin methodologies
About Korn Ferry
Korn Ferry unleashes potential in people, teams, and organizations. We work with our clients to design optimal organization structures, roles, and responsibilities. We help them hire the right people and advise them on how to reward and motivate their workforce while developing professionals as they navigate and advance their careers. To learn more, please visit Korn Ferry at www.Kornferry.com
