Position requires a Masters degree in Financial Mathematics, Quantitative Finance, Econometrics or Statistics plus 4 years of experience in the job offered or an advanced scientific or mathematical field, including 2 in mortgage servicing or mortgage banking.br br Specific skills requiredbr Programming languages used for statistical analysis and data programming including R, Python, and C#br Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learningbr Documenting and presenting detailed model development and testing outcomes and results.br Application of best modeling practices and methodologies in the areas of data processing, sampling, model designspecification, model performance assessment, and evaluation testing with focus on the theory and mathematics behind the analyses.br Performing model testing and clearly documenting evidence of testing activities to identify conceptual weaknesses in a model and understand tradeoffs with alternate approaches;br Working within the regulatory framework for financial institutions and interfacing with internal control teams.br Understanding of Mortgage Servicing Rights, Mortgage Backed Securities, and other interest rate derivative models.br Experience working with Polypaths for at least 2 years.
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