Posted By
Posted in
Banking & Finance
Job Code
848592
Currently hiring for a client for Mumbai/Bangalore
Summary : This position focuses on quantitative analysis as it relates to the company's lending activity and mortgage servicing portfolio. The nature of the analytics varies, but includes risk profile/ management, pricing/ hedging, forecasting, return profiles, and performance analytics
Looking for People with Strong experience in Model Development and Analytics for Mortgage Products.
Responsibilities :
- To perform this job successfully, an individual must be able to perform each essential duty satisfactorily.
- Develop robust and comprehensive models using advanced statistics and algorithmic programming
- Provide model validation and monitoring support across capital markets
- Aggregate and analyze large data sets to be used in assumption and model validation
- Develop streamlined model performance and tracking reports
- Develop and maintain models related to the portfolio's prepayments, self-cure, re-defaults and customer complaints metrics
- Support ongoing back-testing of existing models, as well as identify any strengths and weaknesses
- Support the documentation of model methodology, inputs, and outputs for the purpose of audit and review
- Support risk management through development and maintenance of statistical analyses that measure and model the behavior of mortgage assets
- Leverage macro-economic fundamentals to explain behavior under changing economic conditions for the purpose of scenario analysis and stress testing
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Posted By
Posted in
Banking & Finance
Job Code
848592