Mindlance

Data Scientist Specialist

McLean, Virginia, USA · Contract

Sponsorship not specifiedDetected 54 days ago

Data AnalysisData ScienceStatisticsForecastingValuationResearch

Responsibilities

The successful candidate will contribute to the development of mortgage valuation model and conduct portfolio analysis to support trading and hedging activities.
Portfolio Analysis Developing and enhancing valuation processes and risk metrics for our retained portfolio of mortgage products.
Business Support Providing analytics support for trading and hedging activities.
Working under limited direction, independently determining and developing approach to solutions.
Client is seeking a Quantitative Analytics Tech Lead to join the Models & Analytics group to develop and enhance mortgage prepayment, default and severity models for portfolio management.
The team is responsible for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products.

10+ years of experience with modelling- with at least 3-5 years of experience model testing and model development.

Candidate must have a quantitative degree- master’s degree required but Doctorate is preferred.
Doctorate degree plus 3 years of working experience (or Master''''''''s degree with equivalent 5 years of working experience) in statistics, data science or a related quantitative field.
5+ years of relevant experience applying predictive modeling techniques or data analytics to large datasets is preferred.

Conducting sensitivity analysis and impact assessment for model updates and changes in model inputs.
Model Governance Preparing model documentation and conducting thorough model validation tests.
Developing on-going performance monitoring and threshold methodology.

This listing is sourced directly from Mindlance's careers page and normalized into a canonical job model.