Jonathan provides subject matter expertise across the mortgage industry, offering insights on mortgage capital markets, valuations, repurchase risk, and loan-level performance modeling. His notable accomplishments include:

• Developing proprietary performance models to predict delinquencies, prepayments, foreclosures, and severity rates for mortgage loans
• Supporting credit risk transfer programs with data-driven analyses and valuation frameworks
• Providing hedge advisory services for mortgage originators
• Assisting lenders and investors with quarterly loan loss reserve estimates and repurchase risk assessments
• Conducting policy and cash flow analyses for the Federal Housing Administration (FHA)
• Assessing the impacts of climate change and natural disasters on mortgage performance and property valuations

Jonathan’s expertise extends to developing customized applications and econometric models for clients, enabling them to maximize profitability and optimize decision-making using advanced statistical techniques. By combining actuarial insights with innovative technology, Jonathan empowers clients to navigate complex financial challenges and unlock opportunities in the evolving mortgage and reinsurance markets.