Prior experience must include any amount of experience with each of the following Perform risk assessment on various asset classes including bonds, mortgages, MBSABS, options and derivatives in terms of price, and risk measures duration, convexity; develop and maintain challenger models for mortgage prepayment and credit models using machine learning techniques; identify and assess keyrisk driven factors that affect financial model performance; conduct industry research to prepare financial models for new regulatory or market requirements and provide comprehensive assessmentsolution before production implementation. Must live within commuting distance of the office and must work at office at least 2 days a week, otherwise may work from home.
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