Quantitative Analytics Senior
Core
Developing and executing quantitative analytic models and applications to assess credit risk and support business/risk decisions for single-family mortgage portfolios, including loan modification, short sales, and distressed property valuation.
Role type
Senior quantitative analytics engineer (credit risk modeling)
Builds
Single Family portfolio credit risk management models for servicing and liquidation
Domain
Mortgage finance / Credit risk
Deliverable
production ML models
Required skills
predictive modeling, econometrics, optimization, machine learning, Monte Carlo simulation, Python, R, C++, SQL, SAS, data processing, data cleaning, AI tools
Preferred skills
training and experience with credit risk models
Responsibilities
Develop analytical methods and models to assess credit risk of new and existing financial and mortgage products; Provide resolutions to complicated problems with innovative and practicable solutions; Provide modeling and analytical support to a line of business or product area; Work independently to determine and develop approaches to solutions
Seniority
Senior, hands-on IC