Practice Areas
Our Expertise
Our domains covering structured finance, mortgage markets, and quantitative analytics — each built on deep buy and sell side experience and first-principles modeling.
Capital Markets
Broad coverage across structured credit and fixed income markets. Windover brings both origination-side and investor-side perspective to capital markets strategy and execution.
- Agency MBS and non-agency RMBS
- ABS and structured credit
- Private credit and financing facilities
- Fixed income portfolio analytics
- Bond pricing and spread analysis
- Investment and portfolio advisory
Securitization
End-to-end securitization expertise from deal structuring to ongoing surveillance. Experience on both the sell side and buy side across a range of asset classes.
- Deal structuring and credit enhancement
- Arbitrage estimation and optimization
- Cashflow modeling and bond pricing
- Sell-side and buy-side transaction support
- Rating agency interaction and support
- Ongoing surveillance and reporting
Mortgage Industry
Deep operational and quantitative expertise across the mortgage origination and servicing lifecycle — from pricing and lock desk analytics to MSR valuation and risk management.
- Mortgage pricing and rate sheet optimization
- Hedging and best execution optimization
- Warehouse line optimization and liquidity forecasting
- MSR cashflow modeling and valuation
- MSR risk management and sensitivity analysis
- Margin call surveillance and exposure monitoring
Housing Finance
Policy and regulatory expertise across the U.S. housing finance system. Windover advises on Agency programs, government policy frameworks, and prepayment management strategies.
- FHFA, Fannie Mae, Freddie Mac, and Ginnie Mae regulations
- FHA and VA loan program analysis
- Agency pooling strategy and TBA eligibility
- Prepayment management and CPR analysis
- Housing finance public policy advisory
- Government and GSE engagement support
Risk Management
Quantitative risk surveillance and performance analytics for mortgage and structured finance portfolios. Windover builds frameworks that surface risk before it becomes a problem.
- Interest-rate risk surveillance and DV01 analysis
- Performance attribution for MBS and loan portfolios
- Asset performance surveillance and early warning
- Convexity and duration management
- Scenario analysis and stress testing
- Risk reporting and dashboard development
Specialty Finance
Advisory across non-mortgage consumer and commercial lending — from underwriting model development to portfolio surveillance and financing structure optimization.
- Unsecured consumer loan pricing and underwriting models
- Debt resolution / debt settlement modeling and analytics
- Portfolio surveillance and performance monitoring
- Warehouse financing structure and optimization
- Factoring, receivables and private credit finance advisory
- Credit policy and loss forecasting
Data Science & Analytics
Applied machine learning and statistical modeling for large financial datasets. Windover delivers production-ready analytics, surveillance systems, and executive dashboards.
- Machine learning model development and validation
- Large dataset surveillance and anomaly detection
- Statistical modeling and regression analysis
- Executive and operational dashboard design
- Data pipeline and infrastructure advisory
- Alternative data integration and evaluation
Residential Real Estate
Analytical frameworks for understanding home price dynamics — critical inputs for mortgage credit models, MSR valuation, and structured finance collateral analysis.
- Home price appreciation (HPA) modeling and forecasting
- Geographic and market-level HPA analytics
- Collateral valuation and AVM assessment
- HPA scenario generation for stress testing
- Integration with prepayment and default models
- Real estate market trend surveillance
Quantitative Modeling
First-principles model development for the full range of structured finance applications — from loan-level behavioral models to portfolio-level simulation and valuation.
- Prepayment and refinancing model development
- Delinquency, default, and severity modeling
- Pullthrough and fallout modeling
- Cashflow modeling for ABS and MBS structures
- Option valuation and OAS analysis
- Monte Carlo simulation for rate and credit scenarios