Quantitative Model Analyst

• Support initiatives in the area of the valuation and modeling of Mortgage Servicing Rights (MSRs)
• Contribute toward mortgage and valuation analytics, including model/assumption development, documentation, and monitoring
• Modeling of: mortgage prepayments, mortgage delinquencies and foreclosures, interest rate modeling, term structure and stochastic valuation modeling

• Bachelor’s degree in a quantitative field, and less than two years of relevant experience
• Basic knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using SAS or similar statistical package
• Basic data compilation, programming skills and qualitative analysis skills
• Basic knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches
• Basic knowledge of applicable regulatory rules, guidance, or supervisory letters
• Ability to manage multiple tasks across various timelines
• Strong analytical, organizational, problem-solving, negotiation, and project management skills
• Effective interpersonal, verbal and written communication skills

MA/MS degree preferred

• Healthcare (medical, dental, vision)
• Basic term and optional term life insurance
• Short-term and long-term disability
• Pregnancy disability and parental leave
• 401(k) and employer-funded retirement plan
• Paid vacation (from two to five weeks depending on salary grade and tenure)
• Up to 11 paid holiday opportunities
• Adoption assistance
• Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law