MSR Valuation Analyst

MSR Valuation Analyst Rice Park Capital Management LP Minneapolis, MN Job Details Full-time $100,000 - $150,000 a year 2 hours ago Benefits Health savings account Paid holidays Disability insurance Health insurance Dental insurance Flexible spending account Paid time off Vision insurance 401(k) matching Life insurance Qualifications Escrow Computer Science Valuation SQL Bachelor's degree Accounting Python Excel data analysis Full Job Description

POSITION DESCRIPTION

We are looking for a candidate who has worked directly with

Mortgage Servicing Rights or MBS:

someone who understands prepayment models, servicing cash flow dynamics, and MSR-specific risk metrics, and who has hands-on experience using valuation platforms such as PolyPaths or ADCO. The analyst will work closely with senior valuation and investment professionals on valuation analysis, risk measurement, reporting, and deal support.

DUTIES AND RESPONSIBILITIES

MSR Valuation & Risk Analytics Run and interpret MSR valuations using PolyPaths, ADCO, or equivalent MSR pricing platforms — this is a core daily function, not an occasional task. Analyze portfolio sensitivities across rate scenarios, prepayment speeds, and discount rate assumptions; contribute to hedging and risk discussions with senior staff. Validate model inputs and outputs, including prepayment model assumptions, float income projections, and escrow earnings. Monthly Reporting Prepare monthly and quarterly performance reports across multiple fund structures with different tax and legal requirements. Reconcile valuation, accounting, and portfolio data; identify and resolve discrepancies across MSR servicing statements and internal records. Data Engineering & Automation Process and transform loan-level data ("tape cracking") using SQL, Python, or R to support valuation and reporting workflows. Automate recurring reconciliation and reporting processes; maintain clean, auditable data pipelines across valuation inputs. Investment & Deal Support Provide analytical support during MSR acquisition evaluation and bid pricing, including pool-level stratification and scenario analysis. Support post-acquisition performance tracking against underwriting assumptions.

QUALIFICATIONS

Minimum At least 3+ years of direct MSR valuation or MSR analytics experience or similar — roles focused specifically on mortgage servicing rights pricing, not general mortgage or fixed income analysis. Hands-on experience with PolyPaths, ADCO, or a comparable MSR valuation platform. Please specify in your application which platform(s) you have used and in what capacity. Working knowledge of MSR cash flow components: servicing fees, float income, escrow earnings, ancillary income, and prepayment/default-driven runoff. Proficiency in Excel for valuation analysis; working knowledge of at least one of SQL, Python, or R for data work. Bachelor's degree in Finance, Economics, Mathematics, Engineering, Computer Science, or a related quantitative field. Preferred Experience supporting MSR acquisition due diligence or bid pricing processes. Familiarity with agency (FNMA, FHLMC, GNMA) servicing guidelines and compliance requirements. Experience with multiple fund structures and their impact on MSR valuation reporting.

POSITION DETAILS

This is a full-time position with competitive compensation (salary & bonus) and a comprehensive benefits package including: Medical, Dental, Vision Insurance Options Paid Time Off and Paid Holidays Company Paid Life Insurance Long-Term Disability 401(k) with employer contribution Preferred Work Location(s): Charlotte, NC or Plymouth, MN (eligible for remote) All candidates must be authorized to work in the United States without sponsorship.

Job Type:

Full-time Pay:

$100,000.00 - $150,000.00 per year

Benefits:

401(k) matching Dental insurance Flexible spending account Health insurance Health savings account Life insurance Paid time off Vision insurance

Experience:

MSR valuation and pricing: 3 years (Preferred) SQL/Python/R programming: 1 year (Preferred)

Work Location:

Hybrid remote in Minneapolis, MN 55441