Quantitative Model Analyst 2
Core
Develops, validates, and manages complex quantitative models for mortgage industry projects including MSR valuation, market risk hedging, and prepayment/delinquency analysis.
Role type
Quantitative Model Analyst
Builds
Production statistical models and risk management solutions for mortgage servicing
Domain
Financial Services / Mortgage Industry
Deliverable
production ML models
Required skills
Statistical modeling, Regression techniques (linear, logistic), Time series analysis (ARIMA, GARCH), Python, VBA, C++, SAS, R, Data compilation, Qualitative analysis, Project management
Preferred skills
Mortgage industry knowledge (MSR valuation, market risk hedging), Risk factor analysis (duration, convexity), Regulatory knowledge
Technologies
Python, VBA, C++, SAS, R, ARIMA, GARCH
Responsibilities
Perform model development, validation, and performance management; Execute data aggregation and model testing; Interact with senior managers for presentations; Progress to subject matter expert in specific areas
Seniority
Mid-level, limited management direction
