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Credit Risk Analytics Manager
Eingestellt von Huxley Associates aus Frankfurt am Main
Gesuchte Skills: Unix
Projektbeschreibung
Due to new exciting projects, this Financial Institution's Credit Analytics group is looking to grow exponentially.
You will use your default and prepayment modeling experience to develop and enhance the models for the Single Family Loan Portfolio. You must have strong SAS programming skills to also develop and implement the models to assess the performance of the portfolio.
You will develop and enhance the valuation process to measure the relative value of the portfolio. You will work closely with the Portfolio Managers and senior management to explain the models and any enhancements you make. You will conduct analysis of the prepayment behaviors and relationships to determine relative value modeling for the mortgage desk.
You will use your leadership skills and experience to lead a group of quantitative analysts to produce high quality reviews of models and reporting of model risk. You will use your understanding of pricing mortgage and hedging products to manage the risks associated with models of defaults, security valuation, prepayments etc.
Requirements:
- PhD or equivalent in Economics/Statistics
* 4-5 years of solid experience in statistical and economic analysis, preferably in mortgage financing or housing research area
* Experience with distressed property valuation and analytics in repair, pricing and alternative disposition of distressed assets
* Highly skilled in SAS programming and working with large data sets
* Experience with residential mortgage portfolios
* Experience with analyzing portfolios to create loss mitigation strategies
* Familiarity with forecasting, NPV analysis and related techniques
* Experienced working in a variety of computer operating systems, comfortable working in a Unix environment
* Managerial experience
* Experience within the mortgage industry
* Experience with mortgage industry data, consumer finance data, or credit bureau data
* Experience managing small projects from inception to execution
To find out more about Huxley Associates please visit www.huxley.com
Projektdetails
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Einsatzort:
Washington, Vereinigte Staaten
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Projektbeginn:
asap
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Projektdauer:
Keine Angabe
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung