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Lead Quantitative Analytics / Data Scientist
6 Months contract – Extension long term
McLean , VA – On-site M-F
Interview Type:1st round In Person
Must Have Qualifications:
Portfolio Analysis
Lead Quantitative Analytics / Data Scientist
6 Months contract – Extension long term
McLean , VA – On-site M-F
Interview Type:1st round In Person
Must Have Qualifications:
- 10 years of experience with modelling- with at least 3-5 years of experience model testing and model development.
- Candidate must have a quantitative degree- master’s degree required but Doctorate is preferred.
Portfolio Analysis
- Developing and enhancing valuation processes and risk metrics for our retained portfolio of mortgage products.
- Conducting sensitivity analysis and impact assessment for model updates and changes in model inputs.
- Preparing model documentation and conducting thorough model validation tests.
- Developing on-going performance monitoring and threshold methodology.
- Providing analytics support for trading and hedging activities.
- Working under limited direction, independently determining and developing approach to solutions.
- 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
- 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
- Top 3 Personal Competencies to Possess:
- Drive for Execution – Execute effectively with a clear direction and objective, good ownership
- Partnership – Build trust and strong partnerships within the team; good team player
- Leadership – Set and execute upon a clear vision and goals; good communication, interpersonal, and leadership skills