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Bayview Asset Management

Coral Gables , FL
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Computational and Statistical Modeler

Bayview Asset Management
Coral Gables, FL Full-time
Posted on July 1, 2018
Computational and Statistical Modeler (Bayview Asset Management, Coral Gables, FL): Develop and implement predictive models to predict mortgage prepayments and defaults as well as home prices and mortgage rates. The work involves statistical analysis of large data sets (using SAS and SQL), developing hypotheses about what an explanatory formula would be, using statistical techniques to calibrate the formula and to test the formula, and automating the analysis process and calculation process through writing good SAS and C++ code. Minimum requirements: Master's Degree or foreign degree equivalent in Mathematics, Statistics, Computer Science, Physics, Engineering or related computational or mathematical field and 2 years of experience in the job offered or 2 years of experience in a quantitative analyst, statistical or modeler position. Experience may have been obtained concurrently and must include: (i)2 years of experience developing statistical or computational mathematical models involving multiple variables and non-linear effects; (ii) 2 years of experience using statistical or computational software or standard programming languages to create, modify and apply the above mathematical models and interpret the results using any combination of the following: Matlab, Mathematica, Maple, SAS, R, C, C++, Java, Fortran; (iii) Must be able to collect and convert data sets to a format suitable for modeling purposes using computer languages; (iv)2 years of experience using data and statistical or computational models to confirm or disprove a hypothesis. Any suitable combination of education, training, or experience is acceptable. Must have legal authority to work in U.S. Resume to: Bayview Asset Management, Attn: Jay Dotson, 4425 Ponce de Leon Blvd., 4th Floor, Coral Gables, FL 33146

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