| Data Modeler, 100% Remote at Remote, Remote, USA |
| Email: [email protected] |
| From: abhishek, StellentIT [email protected] Reply to: [email protected] Data Modeler, 100% Remote 12+ Months Phone + Skype We are seeking a Model Tester/Validations expert to analyze complex financial downstream outputs. You will forecast, simulate and analyze model calculations re housing, securitizations, and economic scenarios for a model refresh project. Responsibilities: Understand structured finance transactions and loan securitizations, and understand how such transactions are modeled in Python and R. Execute proprietary in-house forecasting, pricing and NPV/discounted cashflow models developed in Python and R and analyze results. Measuring and monitoring credit risk on a large housing finance and credit guarantee book of business. Understand and assess input data including lineage, transformations, and versions, and how changes to data drive changes in forecasts. Analyze forecasts and implications interest rates and housing prices. Participate on a team developing, executing, validating, and documenting proprietary valuation models and property price indexes. Execute deterministic what-if scenarios thru proprietary tools to understand impact on clients book of business. Synthesize results and document methodology in brief memos. Understand, measure, communicate and document modeling assumptions, output transformations, and other modeling components drive the results of various analyses. Qualifications: Experience testing and running financial models written in Python and R on AWS is required. SAS programming Experience analyzing large datasets (10mm+ observations) using Python or R on AWS is required. C++ experience Deep knowledge of SQL is required. Knowledge of GSE multifamily lending business, underwriting requirements, multifamily securitizations, or GSE regulatory capital framework is preferred. Experience communicating complex financial results to management with presentations or memos. Masters or higher in Financial Engineering, Quantitative Analytics, or Economics is preferred. Keywords: cplusplus rlang |
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| Fri Oct 13 20:33:00 UTC 2023 |