Associate
Core
Build and maintain proprietary mortgage investment risk models for financial reporting, risk measurement, pricing, and strategic business decisions.
Role type
Quantitative Developer (Mortgage Analytics)
Builds
Proprietary mortgage risk models, data tapes, and automated reporting/monitoring processes.
Domain
Alternative asset management / Mortgage finance / Quantitative analytics
Deliverable
production ML models | dashboards & analysis
Required skills
Python, SQL, C++, C#, data modeling, database management, data transformations, model runs, data analysis
Preferred skills
Advanced degree in quantitative fields, experience building data exploratory tools
Technologies
Python, SQL, Excel, C++, C#
Responsibilities
Analyze and create portfolio loan tapes; apply transformations to mortgage datasets; perform model runs; automate reporting and monitoring processes; support trading and portfolio management teams with data analysis queries.
Seniority
Mid-level, hands-on IC