Note: The job is a remote job and is open to candidates in USA. Augment Analytics is a thriving fintech company that combines data analytics with proprietary risk intelligence to enhance mortgage manufacturing risk. They are seeking an experienced Data Analyst to produce surveillance reporting and validate model outputs to ensure defensibility of the company’s outputs.
Responsibilities
- Produce surveillance reporting-pool health summaries, delinquency trends, roll rate analysis, and defect emergence narratives supporting institutional counterparty relationships
- Maintain mark-to-market LTV calculations using live HPI feeds and produce early-warning indicators for pools approaching concentration thresholds or deteriorating collateral values
- Own quarterly reinsurer reporting-claims bordereau data, aggregate exposure summaries, and pool performance vs. pricing assumption variance
- Build and maintain investor report templates translating model outputs into plain-language risk narratives for capital markets counterparties
- Perform loan-level file review and model output validation -comparing defect flags and risk scores against loan documents to identify systematic errors or coverage gaps
- Contribute realized loss experience and recovery timing data that calibrates company’s claims analytics models
Skills
- 4+ years in non-QM loan review, mortgage credit risk, or structured finance analytics
- Deep familiarity with non-QM loan types: DSCR, bank statement, asset depletion, foreign national
- SQL and Excel or Python for analysis and reporting
- Performance reports and risk narratives produced for institutional audiences
- Has sat in a loan file and knows what makes a defect real vs. a model flag
- Can translate complex model output into language a reinsurer's credit committee will act on
- Brings equal comfort to Excel and SQL
- Quantitative model outputs translated into investor or counterparty-facing narratives
- RMBS or whole loan pool-level surveillance reporting
- Mark-to-market LTV monitoring using CoreLogic, FHFA, or equivalent HPI data
Company Overview
Augment Analytics is a staff augmentation firm, made up almost exclusively of Capital One alumni, providing financial services and other analytics-driven companies with the risk and analytics professionals they need to succeed. It was founded in 2021, and is headquartered in Sterling, VA, US, with a workforce of 11-50 employees. Its website is https://augmentanalytics.us/.