About this opportunity
Technology Ventures lists this Data Scientist opportunity in mclean, Virginia. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Role Overview
Quantitative Analytics Tech Lead/Sr to join the Models & Analytics group to develop and enhance mortgage prepayment, default and severity models for portfolio management. The team is responsible for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products.
Must Have Qualifications
Experience with modelling with at least 3-5 years of experience in model testing and model development.
Candidates must have a quantitative degree—master’s degree required but Doctorate is preferred.
The work focuses more on testing and documentation.
Qualifications
Doctorate degree plus 3 years of working experience (or Master’s degree with equivalent 5 years of working experience) in statistics, data science or a related quantitative field.
5+ years of relevant experience applying predictive modeling techniques or data analytics to large datasets is preferred.
Post‑graduate work experience in mortgage valuation and statistical modeling.
Programming skills in one or more of Python, R, SAS or related languages.
Exceptional quantitative, empirical analysis, and research skills.
Experience working with large data sets and relational database.
Experience in statistical model development and implementation is preferred.
Keys to Success in this Role
Exceptional quantitative, empirical analysis, and research skills.
Strong knowledge of survival analysis and mortgage valuation.
Strong programming skills and knowledge in big data analytics such as Apache Spark and AWS cloud computing.
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Worksite address
mclean, VA, 22107, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.