VICE PRESIDENT, Mortgage Modeling
at Bayview Asset Management
Coral Gables, FL 33146, USA -
Start Date | Expiry Date | Salary | Posted On | Experience | Skills | Telecommute | Sponsor Visa |
---|---|---|---|---|---|---|---|
Immediate | 23 Oct, 2024 | USD 208936 Annual | 25 Jul, 2024 | N/A | Good communication skills | No | No |
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Employment Type:
Full Time | Part Time |
Permanent | Independent - 1099 |
Contract – W2 | C2H Independent |
C2H W2 | Contract – Corp 2 Corp |
Contract to Hire – Corp 2 Corp |
Description:
Overview:
Bayview Asset Management, LLC seeks a VP, Mortgage Modeling in our Coral Gables, Florida office to: utilize minimum requirements as project manager and technical lead to develop predictive models to calculate prepayments, defaults, and loss given default for mortgages and other consumer loans; manage all default modeling projects; perform statistical analysis of large data sets using SAS and SQL, macro and micro economic modeling of mortgage behavior; use statistical techniques to calibrate models; develop architecture and manage development related to implementation in C++; interface with business side users of predictive models; and manage a team of analysts/modelers.
Minimum Requirements: Bachelor’s degree or foreign degree equivalent in Mathematics, Statistics, or related field and five (5) years of experience in a mortgage modeling position, and specifically with each of the following: statistical analysis of residential mortgage performance and/or consumer loans focusing on loan level models of borrower prepayments or defaults (involuntary prepayments); building predictive loan level models of prepayments or defaults of mortgages and/or consumer loans, with at least two (2) of those years of experience working on mortgage default models; implementing mortgage and/or consumer loan models in C++; developing statistical models using at least two of the following techniques: logistic models, hierarchical models, structural models, partial likelihood models (cox regression), or mixed models; non-linear modeling techniques including piecewise linear regressions and transformation of variables; working with the loan level mortgage data from at least two of the following data providers: Loan Performance, McDash, or eMBS; and performing statistical analysis and developing statistical models using a standard statistical software package (such as SAS or R or STATA). Must have one (1) year of experience supervising others as a project manager and training junior analysts.
Salary: $208,936/year
Responsibilities:
Please refer the Job description for details
REQUIREMENT SUMMARY
Min:N/AMax:5.0 year(s)
Information Technology/IT
IT Software - Other
Software Engineering
Graduate
Proficient
1
Coral Gables, FL 33146, USA