Herndon Herndon, VA 20170
Kavaliro has an immediate need for a Quantitative Modeler with hands on experience in machine learning methods and financial models using R programming and Python.
What will help you succeed:
- 6+ years of related experience
- Expert knowledge of machine learning methods and hands-on experience in applying various methods in data assessment, model development, outcome analysis, and model validation, with demonstrable awareness of interpretability of opaque relationships, computational intensive analytics, and dynamic model structure
- Proficiency with programming languages such as Python, Java, R. Experience with ML implementation libraries and frameworks such as Scikit-learn, Tensor Flow, and Spark.
- Familiarity with statistical analysis tool such as SAS and Matlab and strong database skills SQL/Oracle.
- Post-graduate level knowledge of statistics, economics, and finance and familiarity with financial and behavioral modeling in areas of capital markets and mortgage finance.
- Excellent writing, presentation, and inter-personal communication skills
- Ability to design and manage complex tasks with high level of autonomy, and provide technical guidance and coaching to junior staff
- Must be self-motivated to gain business/institutional knowledge and learn new modeling techniques
What you will work on:
- Conduct theoretical and empirical research with public and proprietary data in all areas of mortgage finance business, including mortgage products and securities, borrower behavior, commercial property valuation, default credit risk.
- Apply mathematical, statistical, and econometric techniques to provide innovative, thorough, and practical solutions to support business strategies and initiatives.
- Utilize data mining and statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations.
- Identify opportunities to apply quantitative methods to improve business performance
- Ensure modeling projects are conducted in accordance with established company policies and generally-accepted modeling practices
- Develop and implement validation strategies and assess the quality and risk of model methodologies, outputs, and processes
- Work autonomously guiding teams, choosing projects, and often act as SME resource across departments or as an in-house-expert
- Bachelor' s degree in a technical field such as computer science, computer engineering or data science or machine learning or statistics or math or related field required.