Statistical Analyst - Structured Products Data Science Statistical Analyst - Structured Products Data  …

Ashton Lane Group
in Washington D.C., DC, United States
Permanent, Full time
Last application, 20 Jun 19
Competitive Base & Bonus
Ashton Lane Group
in Washington D.C., DC, United States
Permanent, Full time
Last application, 20 Jun 19
Competitive Base & Bonus
Support the statistical mortgage data analytics team for a leading financial institution

Responsibilities:

  • Analyze large and highly complex mortgage and credit risk datasets to reveal trends and provide input into decision making process
  • Develop statistical models for use by Actuarial, Pricing and Structured Transaction teams covering traditional and structured products such at Credit Risk Transfers (CRT), Insurance Linked Notes, and Mortgage Risk Transfers
  • Convert raw data into meaningful formats that drive thoughtful and insightful analysis
  • Ensure analytic approaches are in line with model development best practices.
  • Maintain model libraries and documentation as well as provide input to model governance and model risk

Requirements:

  • Extensive Mortgage Modeling, Econometrics, Data Science and Analytics experience
  • Advanced proficiency in statistical modeling techniques such as linear regression, logistic regression, GLM and other machine learning techniques
  • Strong knowledge of machine learning tools/languages (e.g. SAS, R) 
  • Practical experience of querying tools/languages (e.g. SQL, SAS) and basic programming concepts and principles.
  • Advanced proficiency in MS Excel; able to convert raw data into meaningful formats for analysis.
  • Excellent presentation & communication skills
  • Graduate degree in mathematics, actuarial science, finance or related field preferred

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

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