jobs

Mortgage and Credit Modeler

Bayview Asset Management   Coral Gables, FL   Full-time     Other
Posted on November 21, 2021

Mortgage and Credit Modeler

(Bayview Asset Management, Coral

Gables, FL): Utilize minimum

requirements as project manager

and technical lead to develop

predictive models to calculate

mortgage prepayments, defaults,

home prices and mortgage rates.

Perform statistical analysis of large

data sets using SAS and SQL,

macro and micro economic

modeling of mortgage behavior and

of the housing market, and use

statistical techniques to calibrate

models. Develop architecture and

manage development related to

implementation in C++. Interface

with business side users of

predictive models. Minimum

requirements: Bachelor’s Degree or

foreign degree equivalent in

Mathematics, Statistics, or related

engineering field and 2 years of

experience in the job offered or a

mortgage modeling position.

Experience may have been obtained

concurrently and must include:

2 years of experience doing

statistical analysis of residential

mortgage performance focusing on

loan level models of borrower

prepayments or defaults. 2 years of

experience building predictive loan

level models of mortgage

prepayments or defaults. 2 years of

experience implementing mortgage

models in C++. 2 years of

experience developing statistical

models using at least 2 of the

following techniques: logistic

models, hierarchical models,

structural models, partial likelihood

models (cox regression), or mixed

models. 2 years of experience with

non-linear modeling techniques

including piecewise linear

regressions and transformation of

variables. 2 years of experience

working with the loan level mortgage

data from at least one of the

following data providers: Loan

Performance, McDash, eMBS.

2 years of experience performing

statistical analysis and developing

statistical models using a standard

statistical software package. Must

have legal authority to work in U.S.

Resume to: Bayview Asset

Management, Attn: Karina Castro,

4425 Ponce de Leon Blvd., 4th Floor,

Coral Gables, FL 33146


Bayview Asset Management

Coral Gables , FL