Mortgage Loan Statistical Quantitative Analyst

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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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