Vacancy expired!
- Doctorate degree or Master's degree with 3-5 years’ work experience in quantitative finance, statistics or a related quantitative field
- Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may includebut is not limited tostatistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling
- Programming skills in one or more of SAS, R, Python, MATLAB, C, C, or related languages
- Experience with financial industries
- Model Development
- Lead and coordinate empirical research and methodology development on credit and market risk analytics for Multifamily portfolio and securities
- Improve multifamily economic capital framework and provide support regulatory capital analytics
- Data Science
- Leverage quantitative abilitiesboth data science and financial/statistical analyticsto provide analytical support to the multifamily business
- Model Risk Management
- Actively manage and improve model risk-management practice to ensure full compliance for regulatory and corporate requirements
- Support model governance activities and independently evaluate the operational effectiveness in MF analytics
- Empirical Research
- Provide empirical research related to Multifamily lending and affordable housing markets through rigorous data analytics
- Write periodic research reports and technical documents to support internal and external publication
Vacancy expired!