Our client is seeking a Financial Data Modeler. 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 client’s 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: Master’s in Financial Engineering, Quantitative Analytics, or Economics is preferred. Minimum of 3 years of financial modeling in large scale enterprises. Experience developing and running financial models written in Python and R on AWS is required. Experience analyzing large datasets (10mm+ observations) using Python or R on AWS is required. 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.
Job Title: Full Stack Java Developer Job ID#: 1880 Job Description: looking for a Full Stack Developer to join our team. This person will be key part of a small team responsible for developing full-stack analytical software that acquires, processes, and manages telecommunications data for our clients. The successful candidate will have broad experience in […]