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Quantitative Model Developer
Summary
Title:Quantitative Model Developer
ID:1822
Department:Portfolio Management
Location:Greenville, SC
Description

Summary:

The quantitative model developer will combine strong data analysis, software development, and collaborative skills to help build a high-performance risk analytics platform for non-securitized mortgage asset management.

 

Responsibilities:

  • Use AWS to develop tools for analysis of large residential loan data sets;

  • Use proprietary tools to perform exploratory data analysis and collateral surveillance to assist in portfolio management strategy

  • Implement MSR cash flow generation and prepayment models

  • Use large data analysis techniques to build models for portfolio management purposes

  • Build collateral and model surveillance reports

     

Qualifications/Skills:

  • 2-4 years of experience using Python, R, C++, SQL, AWS to develop applications for production settings

  • Knowledge of Intex, Polypaths, Yield Book, CoreLogic and agency mortgage data

  • Experience working with mortgage servicing rights and advances, whole loans, consumer loans, US and European RMBS

  • Familiarity with statistical regression techniques and predictive analytics methods

Educational Requirements:

  • B.S. or M.S. in a quantitative discipline (financial engineering, computer science, math, science, economics)

This opening is closed and is no longer accepting applications
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