Jonathan B. Glowacki

Jonathan has assisted in mortgage servicing valuations, construction of models, and process optimization for mortgage servicing companies. In addition, Jonathan has served as the internal actuary to the Federal Housing Administration and performs a variety of policy analyses and cash flow projections for the FHA. This includes evaluating FHA’s loss mitigation framework and providing quantitative estimates on the impact of changes to servicing guidelines and loss mitigation efforts on borrower performance.

Jonathan has also managed developing and implement customized applications for clients to maximize profit using data and advanced statistical techniques. He and his team are proficient in working with and analyzing complex data and in building econometric models that are transparent, intuitive, and informative for clients. Examples of projects managed by Jonathan include:

• Develop and license proprietary loan-level performance models to predict future delinquencies, prepayments, foreclosure, and severity rates for mortgage loans
• Develop business plans and analyses for non-QM mortgage programs and credit guaranty products
• Perform quarterly loan loss and repurchase reserve estimates for lenders and mortgage investors
• Evaluate the impact of climate change and natural disasters on mortgage performance and property valuations

In addition to consulting positions, Jonathan worked with enterprise risk management and asset-liability management tools at a large multinational reinsurance company. He also worked on financial reinsurance transactions, cash flow management, and other areas of risk analysis.