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Hi Partner,


Please send me resumes to [email protected]
*Position : Mortgage Modeling Research Analyst*

*Duration:  3 months*

*Location:  DC*

*Rate: DOE*


*JOB INFORMATION

Work closely with BA&D (Business Analysis & Decision) modelers on the model
performance tracking for all the productionalized SF and MF models.
Specifically, perform tracking analysis and write tracking scope and
requirements. Work closely with the modelers to perform UAT testing on the
tracking results. Perform data analysis for model tracking and model
back-testing as needed. Perform analysis, define scope and requirement, and
conduct testing for the Model Performance Tracking system (MPT) as needed.
Areas of focus are model performance tracking analysis and specification,
and working closely with modelers and MPT developers to implement model
tracking.

KEY JOB FUNCTIONS

Confer with BA&D modelers and management to acquire business requirements
for model performance tracking. Activities include, but not limited to,
analyzing and defining data needs, data related derivation rules and model
tracking specification; work with modeling areas to define tracking
thresholds and tracking reports;

Perform MPT related analysis, requirement and testing related tasks
Perform quickly ad-hoc modeling analysis & research as needed using SAS

Qualifications

EDUCATION

• B.S. in math, economics or engineering.
• MBA or M.S. degree or CFA preferred, but not required.

MINIMUM EXPERIENCE

8+ years of related experience

5+ years mortgage background experience

SPECIALIZED KNOWLEDGE & SKILLS
• In-depth knowledge of secondary mortgage market (Fannie Mae and Freddie
Mac experiences are preferred) especially in the financial modeling and data
areas.
• Econometric model knowledge or experiences (esp. loan performance models,
not necessarily hands-on modeling experience, but sufficient knowledge to
understand quickly the model structure, methodology, business meaning of
model inputs/outputs, model performance indicators, etc).
• Strong analytical and quantitative ability
• In-depth understanding of mortgage data and their implications to models.
• Strong communication skills and interpersonal skills. Good at creating
clear, accurate and concise requirements and testing documentations
• Programming skills such as SAS, C/C++, scripting languages are highly
preferred.*



Thanks & Regards

sandi
Recruiter
G Technologies Inc.
4340 Stevens Creek Blvd, San Jose, CA 95129.
Tel: 408-905-1230 & 408 414 2032 ext 205
Fax:408-716-8873
[email protected]

www.gtechnologiesinc.com

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