Quantitative Modeler

Herndon, VA 20170

Posted: 03/19/2019 Industry: Information Technology Job Number: 34332

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.
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