Mortgage and Credit Modeler
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