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Lead Quantitative Modeler (Open to Remote)
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- This may include mortgage products and securities, borrower behavior, investment and hedging strategies, residential property valuation, macroeconomic models, including housing prices and interest rate, financial valuation of finance assets and derivatives, economic capital, and stress testing.
- Lead the development and implementation of MBS prepayment models.
- Conduct in-depth analysis of economic indicators, market trends, and macroeconomic factors to inform modeling assumptions, parameter estimates, and scenario analysis.
- Develop and maintain documentation, code repositories, and model validation reports in compliance with regulatory requirements and internal policies.
- Stay current with emerging trends, methodologies, and best practices in quantitative finance, econometrics, statistics, and machine learning, and apply them to enhance modeling capabilities and stay ahead of the curve.
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