Statistician

Statistician (Bayview Asset Management, Coral Gables, FL) Utilize minimum requirements as project manager and technical lead to develop predictive models to predict mortgage prepayments, defaults, and severity. Develop optimization models to improve profitability of our servicing and origination operations based on statistical analysis of internal data. 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. Interface with management of origination and servicing businesses to provide recommendations for operational improvement. Interface with users of predictive models to explain the models and their predictions.
Minimum requirements: Bachelor’s Degree or foreign degree equivalent in  statistics, economics, or a related computational field and 2 years in the job offered or 2 years in a statistical modeling position. Experience may have been obtained concurrently and must include:2 years of experience building statistical models on mortgages or other credit sensitive financial products; 2 years of experience doing statistical analysis on credit sensitive products; 2 years of experience developing statistical models with experience 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 with experience using piecewise linear regressions and transformation of variables; 2 years of experience working on classification problems with experience using at least 2 of the following techniques: Clustering Analysis, Principal Component Analysis, Neural Networks, Support Vector Machines, Random  Forest, or Mahalanobis Distance; 2 years of experience performing statistical analysis and developing statistical models using a standard statistical software package; 1 year of experience building system models and using these to optimize system performance; 1 year of experience working with the loan level mortgage data from at least one of the following data providers: Loan Performance, McDash, eMBS, FNMA Actual Loss Database, or FHMC Actual Loss Database. 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