EducationExperience Requirementsbr Masters degree in Business Analytics or a related field followed by three 3 years of experience in the position offered or closely related position.br br Skill Requirementsbr Full term of experience must includebr Utilizing relational database and statistical analysis programming languages and software including SAS Enterprise Guide, SQL, R and Python to extract high volume and complex data from external databases, internal repositories, and to perform related analysis;br Developing predictive models by implementing advanced data analysis and research, including time series analysis, regression analysis, categorical analysis, advanced econometric techniques related to panel data analysis, and data imputation;br Utilizing the underlying mathematical principles behind statistical methods to evaluate and interpret the results of predictive models in a reasonable manner;br Utilizing vendor models like QRM and Aladdin BlackRock and managing the implementation of these models using appropriate tuning adjustments to fit portfolio parameters;br Utilizing advanced statistical programming and visualization software, including SAS, R, Python, and Power BI to create complex reportsgraphs for illustration of the analysis performed;br Building backtesting and benchmarking tools in SASRPower BI to monitor model performance in accordance with established ALM policy;br Utilizing Bloomberg and Moodys Analytics to efficiently gather external data for economic variables and CUSIP information for investmentMSR products;br Utilizing knowledge of corporate finance, structural products, swaps, fixed income valuations, cash flow modeling, financial reports, and implications of CPR, OAD, and OAS metrics in investment portfolios to analyze rate risk exposure, structure product valuations, and perform NII and EVE calculations;br Implementing complex computational methods and models using R, SAS, or vendor platforms; andbr Debugging and unit testing to efficiently build and implement models.br br May telecommute from any US location.
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