Janus Henderson Investors · 10 hours ago
Residential Whole Loan Trader
Denver, CO
Full-time
Hybrid
Senior Level
$180K/yr - $210K/yr
5+ years expJanus Henderson Investors is focused on helping clients achieve superior financial outcomes through disciplined investments and insights. They are seeking an experienced quantitative professional to join their residential mortgage whole loan acquisition and portfolio management team, focusing on modeling, analytics, and data integration to support trading and risk management decisions.
Asset ManagementFinanceFinancial Services
Responsibilities
Develop and maintain borrower performance models, including default, delinquency, and prepayment curves for pools of residential mortgage loans
Create and calibrate S-curves and other behavioral models to capture sensitivity to interest rates, credit attributes, and macroeconomic factors
Conduct scenario and stress testing to assess portfolio resilience under varying market conditions
Perform levered cash flow modeling for whole loan pools and securitization structures
Evaluate relative value across loan cohorts and securitization tranches using tools such as Intex, Yield Book, and internal models
Support portfolio managers in trade structuring, hedging strategies, and P&L attribution
Manage large, loan-level datasets and ensure data integrity across acquisition, surveillance, and reporting workflows
Integrate data into internal systems and visualization platforms such as Snowflake, Power BI, and Tableau
Collaborate with technology teams to enhance automation and scalability of analytical processes
Track portfolio performance against expectations and market benchmarks
Partner with risk management to design and implement hedging programs and monitor exposure metrics (duration, convexity, spread risk)
Track all recent whole loan market activity and color
Stay current on mortgage market trends, regulatory developments, and investor behavior
Contribute to research initiatives on borrower behavior, housing economics, and securitization structures
Qualification
Required
Education: Master's or Ph.D. in a quantitative discipline (Finance, Economics, Statistics, Mathematics, Physics, Engineering, or related field)
Experience: Minimum 5 years in mortgage analytics, quantitative research, or portfolio modeling within an asset manager, hedge fund, bank, or rating agency
Technical Skills: Proficiency in cash flow modeling and loan-level analytics
Technical Skills: Advanced knowledge of Intex, Yield Book, and other mortgage analytics platforms
Technical Skills: Strong programming skills in Python, R, or SQL for data manipulation and model development
Technical Skills: Familiarity with Snowflake, Power BI, and Tableau for data integration and visualization
Domain Expertise: Deep understanding of residential mortgage products (Prime, Non-QM, Jumbo, second liens, HELOCs), borrower behavior, and securitization structures
Soft Skills: Excellent communication, ability to present complex analytics to senior stakeholders, and collaborative mindset
Benefits
Generous Holiday policies
Paid volunteer time to step away from your desk and into the community
Support to grow through professional development courses, tuition/qualification reimbursement and more
Maternal/paternal leave benefits and family services
Complimentary subscription to Headspace – the mindfulness app
Corporate membership to ClassPass and other health and well-being benefits
Unique employee events and programs including a 14er challenge
Complimentary beverages, snacks and all employee Happy Hours
Company
Janus Henderson Investors
Janus Henderson Investors is an asset management company that provides investment products and portfolio management services to its clients.
1001-5000 employees
H1B Sponsorship
Janus Henderson Investors has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (8)
2024 (22)
Funding
Current Stage
Public CompanyTotal Funding
unknownKey Investors
General Catalyst
2025-12-22Private Equity
2025-12-22Acquired
2017-05-30IPO
Leadership Team
Roger Thompson
Group CFO
Recent News
2026-01-11
Company data provided by crunchbase