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Analytic Recruiting, Inc

Statistical Modeler - MBS

Analytic Recruiting Inc.
New York, United States
Posted 2 months ago Permanent Competitive
J
Posted by
Jim Geiger
Executive Recruiter
A New York-based financial firm specializing in mortgage-backed securities and other asset-backed products is seeking Quantitative Modelers with strong statistical backgrounds and mortgage model origination experience.

Responsibilities

  • Develop and enhance credit models in the RMBS/ABS/Consumer Lending space via data driven credit risk analysis.
  • Develop loan origination and pricing models
  • Develop production quality ETL and data integrity processes to build and maintain credit models
  • Create visual tools for monitoring and adjusting model performance
  • Develop tools to run and analyze bid lists, dealer offerings, and new issue deals in the structured credit space
  • This is a hybrid modeling/development role

Requirements

  • MS or PhD degree in a Statistics/Data Science, Computer Science, Mathematics, or Financial Engineering from a top university
  • Strong development skills in Python/R/C++/SQL
  • Modeling experience in the origination space
  •  Experience with mortgage credit modeling (prepayments, defaults, severities)
  • Experience with statistical models such as linear and non-linear regression, logistic regression, and generalized linear models.
  • 1+ years Industry exposure to fixed income valuation and risk management. Exposure to structured credit (RMBS, CLOs, CMBS, ABS)
  • Self-motivated, organized, driven individual with excellent communication skills
  • Open, flexible personality that works well with a team
  • Knowledge of cloud computing technology a plus

Key Words: Mortgage Origination, C++, Python, Credit, Modeling, RMBS, CLOs, CMBS, ABS

Please send resumes to Jim Geiger jeg@analyticrecruiting.com

Job ID  JEG-24264
ABOUT COMPANY
New York, United States
Information Technology
Since 1980 ANALYTIC has been a leader in staffing roles that require analytic talent. Our practice is nationwide and focuses on quantitative positions...
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