Statistician (Mortgage-backed securities / Quantitative)

100% Remote / Leading provider of analytical tools for mortgage-backed securities / End-to-end Modelign

  • Raleigh, NC
  • $90,000 - $175,000
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A bit about us:

We are the leading provider of analytical tools for mortgages and mortgage-backed securities. We develop and license prepayment and credit models as well as risk measurement tools that are the benchmark analytics used by top mortgage and commercial banks, insurers, credit unions, broker-dealers and money management firms. Our clients include some of the world’s largest institutional, fixed-income investors.

Why join us?

  • Competitive Base Salary
  • 100% company paid health plan for employees
  • Equity in high-growth start-up (not in lieu of a salary)
  • Flexible Hours
  • Very generous PTO
  • Dental and Vision, FSA, HSA
  • Small team, autonomy
  • Many more great perks!

Job Details

  • (a) Fresh PH.D. or Master’s in statistics or in a related field to statistics
(b) Some experience with mortgage credit modeling (prepayments, defaults, severities)
(c) Modeling experience in the origination space
  • You’ve worked with statistical models such as linear and non-linear regression, logistic regression, and generalized linear models.
  • You understand performance measures such as area under the curve (AUC), and the receiver operating characteristic (ROC) curve.
  • You are proficient in packages such as SAS, SQL and C++, Python, and R.

As a statistician/modeler and machine learning/data analytics researcher you will:
  • Develop and maintain prepayment and credit models for mortgage and other consumer and commercial loans.
  • Identify, clean and manipulate data to address missing or incorrect information, choose proper statistical models and parameterize the models.
  • Interpret data trends, economic influences, and other factors to improve our modeling efforts.
  • Validate and document the statistical models for internal and external use.
  • Write and present technical and non-technical reports about the models and its applications.
  • Monitor developments to determine the need for new or improved models and analytical procedures.

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Job Details
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Job Type
$90,000 - $175,000