Role: Data Modeler Location: Remote (Washington, DC) Long Term Contract - W2 & C2C Job Description: We are seeking a 10+ years experienced Data Modeler: Tester/Validations expert to analyze complex financial downstream outputs. You will forecast, simulate and analyze model calculations re housing, securitizations, and economic scenarios for a model refresh project.
Job Description - Understand structured finance transactions and loan securitizations, and understand how such transactions are modeled in Python and R.
- Execute proprietary in-house forecasting, pricing and NPV/discounted cashflow models developed in Python and R and analyze results.
- Measuring and monitoring credit risk on a large housing finance and credit guarantee book of business.
- Understand and assess input data including lineage, transformations, and versions, and how changes to data drive changes in forecasts.
- Analyze forecasts and implications interest rates and housing prices.
- Participate on a team developing, executing, validating, and documenting proprietary valuation models and property price indexes.
- Execute deterministic what-if scenarios thru proprietary tools to understand impact on client's book of business. Synthesize results and document methodology in brief memos.
- Understand, measure, communicate and document modeling assumptions, output transformations, and other modeling components drive the results of various analyses.
Qualifications: - Experience testing and running financial models written in Python and R on AWS is required.
- Experience analyzing large datasets (10mm+ observations) using Python or R on AWS is required.
- Deep knowledge of SQL is required.
- Knowledge of GSE multifamily lending business, underwriting requirements, multifamily securitizations, or GSE regulatory capital framework is preferred.
- Experience communicating complex financial results to management with presentations or memos.
- Master's or higher in Financial Engineering, Quantitative Analytics, or Economics is preferred.
Thanks & Regards, Shikhar Kumar Technical Recruiter | SysMind LLC Email: ...@sysmind.com Desk: 609-###-#### x 4014 Direct (TextNow): 856-###-####