This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
At World Business Lenders (WBL), we offer flexible, short-term commercial loans secured by real estate, catering to a diverse clientele of small and medium-sized enterprises across the United States that often face challenges in accessing traditional financing. This is a Contract/Consultant position. Typical working hours are 9:00 am-6:00 pm Eastern Standard Time, Monday through Friday, though expect some flexibility depending on operational needs.
Job Responsibility:
Design, create, and maintain statistical and quantitative models that improve lending strategies, risk management, pricing, and portfolio approaches
Perform comprehensive statistical research to uncover valuable insights into borrower behavior, credit performance, prepayment risk, default risk, and trends in loss severity
Develop, test, and validate predictive models by leveraging historical data related to loans, collateral, market dynamics, and macroeconomic conditions to strengthen our underwriting and risk-rating systems
Utilize Monte Carlo simulations, time-series analysis, and regression modeling for projection across various economic and stress scenarios
Assess, contrast, and enhance different model structures and methodologies
Develop automated analytical tools, dashboards, and model outputs using Python, R, MATLAB, and Excel/VBA to boost efficiency and scalability
Lead research projects, steering them from hypothesis development through experimentation, validation, documentation, and presentation of findings
Maintain high standards of numerical accuracy, methodological integrity, and thorough documentation to support internal governance, audits, and regulatory compliance
Stay updated on the latest advancements in quantitative finance, statistical modeling, and analytical techniques to continually enhance WBL’s modeling and forecasting abilities
Foster a vibrant, data-driven culture by proactively seeking ways to elevate decision-making through insightful quantitative analysis
Requirements:
A bachelor's degree with a foundation in quantitative and analytical skills, preferably in fields such as Applied Mathematics, Physics, Engineering (preferably in Statistical, Aerospace, Finance), Statistics, Capital Markets or Corporate Finance
Experience in quantitative research roles, especially across Capital Markets, Investment Management, and Trading
Hands-on experience in building and validating statistical, econometric, or predictive models
Proficient in handling large data sets, working with simulation models, and utilizing forecasting tools
A background in research-driven environments that focus on statistical theory, model design, and analytical experimentation
Strong analytical reasoning paired with structured problem-solving skills
Experience with correlative regression and theoretical regression techniques
A critical thinker who pays close attention to detail and numerical accuracy
High learning agility along with the ability to independently direct technical research
Excellent communication skills in English, both written and verbal
Comfortable working in a high-energy, fast-paced environment
Well-versed in Python, R, VBA for Excel automation, and MATLAB
Proficient in Monte Carlo simulations, time-series analysis, as well as correlational and multivariate regression techniques, along with statistical hypothesis testing and forecasting
Able to compare, optimize, and validate various model types
Possesses a strong grasp of processes and theoretical foundations