Stonegate Mortgage Corporation (NYSE: SGM)
EPF Warehouse Analyst
August 2012 — Present
•Prepare and review MSR modeled performance against actual experience and relevant external benchmarks.
•Develop and maintain quantitative/analytic models and metrics in support of the company’s risk measurement and performance reporting functions.
•Quantify gaps between modeled and actual experience and develop strategies for convergence.
•Prepare and review periodic analysis on MSR valuation attribution and risk metrics.
•Develop and maintain documentation supporting MSR valuation and daily/monthly processing procedures.
•Utilize advanced modeling methodologies and actual models for the calculation and interpretation of prepayment speeds to include various sources.
•Develop and maintain processes for Mark-to-Market (MTM) valuations, market sensitivity measurements and initial pricing/capitalization levels as needed.
•Establish methodologies for implementation of valuation and hedge related accounting/financial guidance as needed.
•Develop and execute monthly delinquency reporting on the Servicing Portfolio stratified by geography, FICO score, LTV, Investor, etc. as needed.
•Participate in monthly MSR risk management and Servicing Strategic Business Unit (SBU) meetings.
•Reconcile loan level servicing data prior to performing monthly MSR valuations as needed.
•Prepare and review monthly pricing and MTM servicing grids by product and note rate for the Capital Markets group.
•Prepare and review quarterly schedules related to fair value disclosures.
•Compile supporting documentation as requested by internal and external auditors.
•Perform all other duties as requested or assigned.