Senior Mortgage Analytics Scientist - Quantitative Modeling Lead

Technology Ventures; McLean (VA); On-site; USD 100,000 - 150,000; Full time

Job summary

Technology Ventures is seeking a Quantitative Analytics Tech Lead/Sr in McLean, Virginia. This role focuses on developing and enhancing mortgage prepayment, default, and severity models, ensuring effective valuation and hedging of mortgage products.

The ideal candidate will have a Doctorate degree with extensive experience in statistical modeling, 5+ years of analytics, and programming skills in Python, R, or SAS. Strong knowledge of big data analytics, particularly with Apache Spark and AWS, is crucial for success in this role.

Qualifications

• Doctorate degree plus 3 years of working experience or Master's degree with equivalent 5 years.
• 5+ years of experience applying predictive modeling techniques or data analytics to large datasets.
• Experience in statistical model development and implementation.

Responsibilities

• Develop and enhance mortgage prepayment, default, and severity models for portfolio management.
• Conduct quantitative analysis to support valuation and hedging of mortgage products.
• Test and document models effectively.

Skills

Quantitative analysis

Statistical modeling

Programming in Python

Data analytics

Empirical analysis

Education

Doctorate in statistics, data science, or related field

Tools

Python

R

SAS

Apache Spark

AWS cloud computing

Job description

Technology Ventures is seeking a Quantitative Analytics Tech Lead/Sr in McLean, Virginia. This role focuses on developing and enhancing mortgage prepayment, default, and severity models, ensuring effective valuation and hedging of mortgage products.

The ideal candidate will have a Doctorate degree with extensive experience in statistical modeling, 5+ years of analytics, and programming skills in Python, R, or SAS. Strong knowledge of big data analytics, particularly with Apache Spark and AWS, is crucial for success in this role.