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Econ Modeling Dir

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Support, Matlab


Economic Modeling Director - Financial Institution - DC

You will be responsible for developing and implementing the Non-Agency MBS Risk to assess all risks for the mortgage portfolio. You will be the analytical expert for the portfolio, being the point person for modeling and analytical support. You will work with senior management to explain and discuss the models and your work. You will report these findings and make expert recommendations to senior management on model changes and the building and implementing of new models. 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 also establish and assure the adherence to budgets, schedules, work plans, and performance requirements.

This is an opportunity for you to lead your own team, while also using your own modelling skills to work with the models.


- Advanced degree in Economics, Statistics, Finance or other related quantitative fields
- 8+ years experience post-PhD or 8+ years post-MS experience developing, testing and running financial models and valuation tools in support of Fixed Income business
- Experience working with trading desk
- Experience with Structured products, including MBS and agency and non agency products
- Experience in developing statistical models using large, complex data sets
- Strong programming skills in Matlab, SAS or similar statistical software
- Strong leadership abilities
- Exceptional quantitative, analytical, and organizational skills
- Good verbal and written communication skills
- Familiarity with business applications of models, including pricing, loss mitigation, and risk management

To find out more about Huxley Associates please visit www.huxley.com


  • Einsatzort:

    Washington, Vereinigte Staaten

  • Projektbeginn:


  • Projektdauer:

    Keine Angabe

  • Vertragsart:


  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Ingenieurwesen/Technik, Sonstiges

  • Skills:

    support, matlab

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland