Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.

Statistical Modeller, Gloucester, Mortgages, £350

Eingestellt von Orgtel

Projektbeschreibung

The responsibilities of the role are:

Calculating and monitoring interest rate risk hedging requirements of all mortgages.
Calculating funding rates for product pricing.
Refreshing the existing mortgage behavioural model to include additional source data, and subsequently the recalibration of the model.
Creating mortgage prepayment curves for use in hedging, accounting & forecasting decisions.
Improving the current behavioural model methodology with a focus on automation using statistical modelling tools (SAS and QRM) and streamlining the existing process.Sthree UK is acting as an Employment Business in relation to this vacancy.

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Sonstiges

Orgtel