This role is ideal for candidates with advanced backgrounds in Quantitative Finance, Applied Mathematics, Theoretical Physics, or Aerospace Engineering who thrive on applying complex partial differential equations (PDEs), stochastic calculus, and numerical simulation methods to residential mortgage-backed securities (MBS) and mortgage servicing rights (MSR). The Vice President, Quantitative Research will: Interest Rate Modeling: Architect, calibrate, and enhance stochastic term-structure models (e.g., Hull-White, Black-Karasinski, SABR, Heath-Jarrow-Morton) tailored to the mortgage market.