Altisource - Principal Architect - Modeling & Validation

Position Profile:

You are passionate about applying mathematical modeling to solve real problems. You’re happiest when you can prove the impact of statistical models in generating business lift. You are capable of using off-the-shelf tools when they’re available, but you’re even happier rolling up your sleeves and doing it yourself. You want to work with a small team of modelers on cutting-edge modeling as a subject matter expert who knows the best practices around modeling and validation. And more than anything, you love to turn ideas into reality. If that’s you, let us know.

Key Responsibilities:

- Help to conceive, build, and test statistical modeling and model validation frameworks and systems using best in class tools and state of the art knowledge of models and systems

- Develop and execute initiatives to manage model risk arising from deployment of new machine learning paradigms in business automation applications

- Review ongoing model performance, assess overall model health and work with stakeholders to resolve risks

- Mentor junior staff into becoming expert modelers.

Key Results Areas:

- Process and system for automated model validation

- Create organizational IP leveraging advances in areas related to mathematical modeling especially in the domain of model validation

Qualifications and Experience:

- Extensive hands on experience working with models and large data sets using different modeling platforms, tools and languages.

- Experience using simulation, backtesting and sensitivity analysis preferably in the financial services space

- High attention to detail combined with an ability to work in a fast paced environment with minimal guidance.

- Experience working with at least two of the following: MATLAB, R, SAS, SPSS, Excel-VBA, SQL, Python, Java and C/C++.

- Strong understanding of model practices and processes.

- Must be a strategic thinker who challenges the status quo

- PhD in Economics, Applied Statistics, Applied Mathematics, Engineering, Operations Research, or similar disciplines with a heavy quantitative focus. A US Degree is preferred.

- 7+ years of quantitative analytics/financial services experience. Experience working in US preferred.