Statistical Modeler - MBS

Company: Analytic Recruiting Inc.
Location: New York
Posted on: September 25, 2022

Job Description:

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

Keywords: Analytic Recruiting Inc., New York , Statistical Modeler - MBS, Other , New York, New York