Lead Modeler - Credit Risk Management (Mortgage)

We are looking for an econometrician who is looking for an opportunity to work in an entrepreneurial environment. This is a unique opportunity to work creatively in a dynamic, collegial, creative setting.

Seeking exceptional candidates with three to five years of experience in: (1) Financial Economics:  developing portfolio credit risk measures; and/or (2) Economics and Econometrics: 



modeling mortgage loan performance, including prepayment, behavior, pricing and default modeling trends and mortgage market developments. 

Successful candidates will have a Masters or Ph.D. in economics, real estate finance,

finance or statistics and strong quantitative skills in statistical and financial disciplines.

 

Candidate must have experience in loan(element) level modeling on volume data.

 



Experience working with large data sets, and knowledge of mortgage markets,

consumer lending and/or affordable housing is valued.  Statistical programming experience is required.  We offer a highly competitive salary and a benefits

package, including 401(k) matching.  Assistance with relocation

expenses.  Salary is flexible based on experience and academic

background.  An equal opportunity employer.