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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