Structured Finance
Consultancy
Advising asset managers, lenders, and financial institutions on investments, private credit, securitization, and quantitative modeling across mortgage and specialty finance markets.
Why Windover
What Sets Us Apart
Buy & Sell Side Expertise
Deep experience on both sides of the market — from structuring and pricing at originators to portfolio management and risk surveillance at major asset managers. We understand how every counterparty thinks.
Quantitative Rigor
Prepayment, default, and cashflow modeling built from first principles. Monte Carlo simulation, option valuation, machine learning — applied to real structured finance problems, not academic exercises.
Wide Asset Class Coverage
From Agency MBS and non-agency RMBS to specialty finance, private credit, and securitization. Mortgage origination to MSR risk management. Capital markets to housing policy.
Clients
Who We Serve
Windover works across the structured finance and mortgage ecosystem — from originators and servicers to investors and regulators.
Expertise
Our Practice Areas
A selection of our specialized domains covering structured finance, mortgage markets, and quantitative analytics.
Capital Markets
MBS, ABS, Non-Agency RMBS, private credit, and fixed income. Sell-side and buy-side experience across the full structured products spectrum.
- Agency & Non-Agency MBS
- Private credit & ABS
- Fixed income analytics
Mortgage Industry
Pricing, hedging, and best execution optimization for originators. Warehouse optimization, liquidity forecasting, and MSR cashflow modeling and risk management.
- Best execution & hedging
- MSR valuation & risk
- Margin surveillance
Quantitative Modeling
Prepayment, delinquency, default, and pullthrough models. Cashflow modeling, option valuation, and Monte Carlo simulation for structured finance applications.
- Prepay/default modeling
- Monte Carlo simulation
- Option valuation
Ready to Work With Us?
Let's discuss how Windover can bring institutional expertise to your most complex challenges.