Analyst/Manager - Quant Analytics - BFSI

The role is a part of the Quantitative Analytics team, which focuses on developing and implementing the models of mortgagor (e.g., prepay, default) and servicer (e.g., buyout, REO disposition) used in forecasting mortgage-related cash flows.

The work will facilitate pricing and valuation of mortgage servicing rights.

Responsibilities and Key Result Areas:

- Model development: from conceptualization through data exploration, model estimation and validation, implementation, documentation and presentation

- Pricing of Mortgage Servicing Rights (MSR) and Whole-loans.

- Projecting prepayments, delinquencies and advances.

- Develop predictive models for key business and financial parameters

- Maintain and enhance statistical models

- Periodically, update the various inputs and assumptions of the Pricing Models. Make necessary enhancements to the Pricing Models.

Qualifications:

- Graduate degree in Econometrics, Statistics, Applied Mathematics, or other quantitative fields from premier B schools only.

- Proficiency in econometric and statistical techniques, such as logistic regression, survival analysis, panel data models, and etc.

- Strong SAS programming skills

- Experience with large datasets

- Three or more years of industrial experience in modeling.

- Excellent written and verbal communication skills.

- The ability to work effectively with global, cross-functional teams in a very fast-paced environment.

Reach me on 9620434949 for details.