The Horizon Group
Published
April 23, 2014
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Description

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Function:             Mortgage Loan Quantitative Statistical Analyst

 

Area:                     Asset Management

 

The quantitative statistical analyst is an integral member of the asset management team and will be working in a dynamic and collaborative environment where everyone’s contribution is valued and rewarded.

 

 

Responsibilities

 

•             Predictive modeling of mortgage loan collateral performance and market data

 

•             Decomposition, backtesting, and visualization of results

 

•             Implementation of models for use by front-office personnel

 

•             Loading, transformation, and maintenance of data

 

•             Perform ad hoc time series and statistical analyses

 

 

Skills & Experience

 

·                     Graduate degree in statistics, machine learning or other related field

 

·                     Two or more years of related experience with loan level analytics

 

·                     High level of statistical (vector and clustering) and analytical skills

 

·                     Proficiency with R

 

·                     Additional knowledge of Fixed Income, Equities, Mortgages and FX

 

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