Job Description
Job Summary
This position will be responsible for providing capital markets and analytical support to the Mortgage Hedging Program and other company products or services as required. The ideal candidate will use specialized knowledge gained by either extensive work experience in the Capital Markets and Data Science field or have successfully earned a Master’s Level degree program in Math Finance from an accredited University.
The ideal candidate will have a strong quantitative finance background, apply quantitative analysis and statistical modeling to home mortgages. Manage complex modeling projects in the model life cycle - empirical model development, monitoring, maintenance, documentation, and governance. Conduct complex statistical evaluations and quantitative modeling for mortgage prepayments, mortgage rates, mortgage delinquencies and foreclosures, mortgage production. perform valuation modeling and mathematical modeling techniques and model backtesting. Investigate complex issues and provide information and data to senior leaders.
Basic Qualifications
- Bachelor’s degree in Finance, Accounting, Statistics, Mathematics. Engineering or Economics
- Excellent mathematical and analytical skills
- Excellent Python, SQL, Tableau, Data Modeling and Warehousing skills
- Ability to resolve complex problems in a short time frame
- Strong skills in Microsoft Excel, Access
- Ability to work under pressure and in a high paced environment
- Self-motivated
Preferred Skills/Experience
- Master of Financial Mathematics/Financial Engineering or other relevant quantitative degree preferred
- Knowledge of financial analysis, forecasting, and planning
- Expert ability to identify and resolve exceptions and to interpret
- Extensive knowledge of derivative products
- Knowledge of restful API, Mchine Learning techniques
- Comfortable working in a trading atmosphere
- Excellent communication and decision making skills
Job Type: Full-time
Pay: $70,000.00 - $80,000.00 per year
Benefits:
- 401(k)
- 401(k) matching
- Dental insurance
- Employee assistance program
- Flexible spending account
- Health insurance
- Health savings account
- Life insurance
- Paid time off
- Retirement plan
- Vision insurance
Schedule:
- 8 hour shift
Work Location: Remote