Quantitative Modeler IV

  • $120,000.00 - $210,000.00/year
  • Do you have an In-depth knowledge of machine learning methods and hands-on experience in applying various methods in data assessment, model development, outcome analysis, and model validation, with demonstrable awareness of interpretability of opaque relationships, computational intensive analytics, and dynamic model structure? 

    Are you proficient with programming languages such as Python, Java, R, and C++ and have experience with ML implementation libraries and frameworks such as NumPy, Scikit-learn, Tensor Flow, CNTK, Theano, and Spark AND with ML deployment on High Performance / Cloud platforms such as Amazon/Google/Azure AND with statistical analysis tool such as SAS and Matlab and strong database skills SQL/Oracle ? Call my office sooner rather than later. 

    Client strongly prefers a post-graduate level knowledge of statistics, economics, and finance and familiarity with financial and behavioral modeling in areas of capital markets and mortgage finance, AND the ability to execute complex tasks under limited supervision of senior staff. This position report to the Director, Quantitative Modeling.

    Job Description
    Conduct theoretical and empirical research with public and proprietary data in all areas of mortgage finance business, including mortgage products and securities, borrower behavior, investment and hedging strategies, residential property valuation, macroeconomic models including housing prices and interest rate, financial valuation of finance assets and derivatives, economic capital, and stress testing.
    Apply mathematical, statistical, and econometric techniques to provide innovative, thorough, and practical solutions to support business strategies and initiatives.
    Utilize data mining and statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations.
    Identify opportunities to apply quantitative methods to improve business performance
    Ensure modeling projects are conducted in accordance with established company policies and generally-accepted modeling practices
    Develop and implement validation strategies and assess the quality and risk of model methodologies, outputs, and processes
    Understand relevant business context to properly interpret model results, monitor performance and assess risks. Conduct ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python
    Communicate technical subject matter clearly and concisely, both verbally and through written communication via white papers, reports and presentations, to individuals from various backgrounds
    Collaborate effectively, work as part of a team and across organizational lines to develop and implement solutions to meet business needs; Serve as project lead
    Work autonomously guiding teams, choosing projects, and often act as SME resource across departments or as an in-house-expert

    Education
    Bachelor's Degree or equivalent required   

    Length of experience preferred. 
    6+  years of related experience

    Qualifications   
    Expert knowledge of machine learning methods and hands-on experience in applying various methods in data assessment, model development, outcome analysis, and model validation, with demonstrable awareness of interpretability of opaque relationships, computational intensive analytics, and dynamic model structure.
    Proficiency with programming languages such as Python, Java, R, and C++ . Experience with ML implementation libraries and frameworks such as NumPy, Scikit-learn, Tensor Flow, CNTK, Theano, and Spark. Experience with ML deployment on High Performance / Cloud platforms such as Amazon/Google/Azure.
    Familiarity with statistical analysis tool such as SAS and Matlab and strong database skills SQL/Oracle.
    Post-graduate level knowledge of statistics, economics, and finance and familiarity with financial and behavioral modeling in areas of capital markets and mortgage finance.
    Excellent writing, presentation, and inter-personal communication skills
    Ability to design and manage complex tasks with high level of autonomy, and provide technical guidance and coaching to junior staff.
    Must be self-motivated to gain business/institutional knowledge and learn new modeling techniques.
    Model risk management a plus.
      



     
     

    Want to apply later?

    Type your email address below to receive a reminder

    ErrorRequired field

    Apply to Job

    ErrorRequired field
    ErrorRequired field
    ErrorRequired field
    Error
    Error
    insert_drive_file
    insert_drive_file