The Horizon Group
Published
April 22, 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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