The ideal candidate should have proven SAS skills and mortgage data experiences. Prior mortgage and/or Home Equity loss forecast and statistical modeling (especially survival analysis) experiences will be a plus.
Key Responsibilities include:
Maintain and enhance existing company lien pick-a-pay loan databases, models and forecast system.
Help generate and monitor monthly financial and Basel forecast.
Assist in developing ongoing Basel and stress test initiatives.
Create and maintain high quality ...
Top Tier Investment Firm is looking for a Solid Candidate to handle a Quantitative Analyst - Mortgage role.
Maintain and enhance existing FIRM lien pick-a-pay loan databases, models and forecast system
Help generate and monitor monthly financial and Basel forecast
Assist in developing ongoing Basel and stress test initiatives
Create and maintain high quality documentation
Develop statistical models for other mortgage and Home Equity portfolio
Performance ad hoc analysis as needed
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