Bayview Asset Management

Coral Gables , FL

Mortgage Modeler

Bayview Asset Management
Coral Gables, FL Full-time
Posted on May 26, 2019
Mortgage 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 field and 2 years of experience in a mortgage modeling position. Experience may have been obtained concurrently and must include: (i) 2 years of experience doing statistical analysis of residential mortgage performance focusing on loan level models of borrower prepayments or defaults. (ii) 2 years of experience building predictive loan level models of mortgage prepayments or defaults. (iii) 2 years of experience implementing mortgage models in C++. (iv) 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. (v) 2 years of experience with non-linear modeling techniques including piecewise linear regressions and transformation of variables. (vi) 2 years of experience working with the loan level mortgage data from at least one of the following data providers: Loan Performance, McDash, eMBS (vii) 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: Jay Dotson, 4425 Ponce de Leon Blvd., 4th Floor, Coral Gables, FL 33146