Risk Modelling/Mortgage Quant


Company:: Selby Jennings
(View company profile)
Location:: Charlotte, NC
Job Type:: Full Time
Category:: Risk Management


Posted:: 2/6/2013

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Job Description

This mid/senior level opportunity has recently opened up in the Modelling Analytics team. This opportunity is ideal for someone who has built models and able to handle large data sets. The team are building models for the company's retained portfolio.

Responsibilities:
• This role is responsible for the development and execution of quantitative models in support of business and risk decisions.
• Establishing analytical methods and models that assess the market, credit and/or operational risks of new and existing financial and mortgage products/portfolio.
• This team functions as a technical expert, providing modeling and analytical support to the business
• Involved in developing, modifying and executing company policies that the company as a whole and any immediate operations.
• Is able to have company oversight where and works on issues where he analyses company models in line with the organizational objectives.
• Regularly interacts with senior management or executive levels on matters concerning several functional areas, divisions, and/or customers.
• Establishes and assures adherence to budgets, schedules, work plans, and performance requirements.

Required skill set:
• PhD (or very strong Masters) from well-recognized university in a quantitative subject
• Excellent SAS programming experience
• 4-7 years of experience (post-PhD) as an exceptionally strong modeler, who has built multiple models previously and handled large data sets.
• Strong leadership qualities with experience managing 2 or more people
• Some mortgage-specific experience is needed for this role
• Prepayment and default model experience is needed
• Good verbal and written communication skills
• Familiarity with business applications of models, including pricing, loss mitigation, and risk management

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