Senior Quantitative Modeler

Washington, DC 20016

Post Date: 06/12/2018 Job ID: 29780 Industry: Information Technology


Position Purpose 
• Support, develop, assess, and execute statistical, mathematical, economic, and financial models for business decision making, risk assessment, financial valuation, and performance measurement in all areas of mortgage finance business. 

Key Job Functions 
• Under general direction of supervisor or senior staff, conduct theoretical and empirical research using public and proprietary data in all areas of mortgage finance business, including mortgage products and securities, borrower behavior, residential property valuation, macroeconomic models including housing prices and interest rates, financial valuation of finance assets, economic capital and stress testing. 
• Apply mathematical, statistical, and econometric techniques to help provide innovative, thorough, and practical solutions to support business strategies and initiatives. 
• Utilize data mining and statistical techniques to help develop analytic insights, sound hypotheses, and informed recommendations. 

• Complete modeling tasks in accordance with established company policies and generally-accepted modeling practices. Perform analysis to assess the quality and risk of model methodologies, outputs, and processes under supervision. 
• Apply understanding of relevant business context to properly interpret model results, monitor performance and assess risks 
• Conduct ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python 
• Communicate technical subject matter clearly and concisely, both verbally and in writing. 
• Collaborate effectively as part of a team and across organizational lines. 


• 4+ years’ experience in model development and implementation for forecasting, working with both modelers and business users. 

• Academic training or empirical experience on econometrics or statistics, including data preparation and model estimation; Experience in financial services/banking industry; mortgage industry experience preferred. 

• Proficient in SAS and experienced with R. Knowledge of relational Databases/SQL required. 

• Experience in working on FNMA internal pricing or loss forecast applications preferred. 

• Excellent written and verbal communication skills. 

Ability to work in a team environment, establish and maintain relationships within and across divisions. 

Top Skills 

1. Model development and implementation (strong analytical skills) - academic training or empirical experience on econometrics or statistics, including data preparation and model estimation. 
2. Proficient in SAS 
3. Communication (written/verbal)
Apply Online

Not ready to apply?

Send an email reminder to:

Share This Job:

Related Jobs: