Professional Biography & Industry Experience
Sarah Jenkins, CFA®, serves as the Senior Financial Analyst and Lead Quantitative Math Editor at Numvero. With over 14 years of professional quantitative financial engineering experience across retail mortgage banking, corporate fixed-income structuring, and consumer debt modeling, Sarah oversees the mathematical audit of every calculation engine deployed across the platform.
Prior to joining Numvero, Sarah spent 8 years as a Senior Fixed-Income Risk Specialist at a major US commercial bank, modeling interest rate sensitivity, yield curves, and mortgage-backed security (MBS) prepayment speeds. Her deep expertise in consumer lending math ensures that every financial model published on Numvero conforms to real-world institutional underwriting standards.
CFA® Charter & Educational Credentials
Sarah earned her Chartered Financial Analyst (CFA®) charter in 2014 from the CFA Institute. She holds a Master of Science in Financial Engineering (MSFE) from Columbia University and a Bachelor of Science in Applied Mathematics and Economics from Boston College.
- CFA Institute Member in Good Standing
- CFPB Regulation Z & TILA Act Quantitative Specialist
- Fannie Mae Single-Family Underwriting Benchmark Auditor
Quantitative Editorial Audit Methodology
At Numvero, Sarah enforces a zero-tolerance policy for mathematical approximation or floating-point rounding errors. Every calculator algorithm is subjected to a 4-point quantitative audit:
- Arbitrary-Precision Verification: Ensuring JavaScript calculations utilize `decimal.js` to eliminate binary floating-point rounding flaws over multi-decade amortization tables.
- Regulatory Formula Matching: Verifying that Annual Percentage Rate (APR) disclosures align perfectly with Consumer Financial Protection Bureau (CFPB) Regulation Z guidelines.
- Underwriting Matrix Alignment: Validating that loan-to-value (LTV), private mortgage insurance (PMI) cancellation schedules, and debt-to-income (DTI) caps match Fannie Mae and Freddie Mac selling guide parameters.
- Stress-Testing Edge Cases: Testing zero-interest rates, extreme loan terms, and rapid prepayment scenarios to ensure mathematical stability under all market conditions.