Quantitative Data Scientist - Mortgages (VP)
Group: Quantitative Strategies
- Develop and deploy AI/ML models for mortgage prepayment and default forecasting to enhance decision-making.
- Partner with trading, research, technology, and risk teams to deliver data-driven solutions.
- Explore and integrate new datasets, alternative data sources, and cutting-edge modeling approaches to improve accuracy and insight.
- Maintain rigorous model governance and performance monitoring aligned with industry best practices.
- Provide thought leadership in data science and mortgage analytics, mentoring junior team members and promoting best practices.
- Advanced degree (Master's or Ph.D.) in Computer Science, Statistics, Applied Mathematics, or a related quantitative discipline.
- Demonstrated experience implementing AI/ML solutions in financial modeling, preferably within mortgages or structured products.
- Strong programming proficiency in Python.
- Solid understanding of fixed-income instruments and structured finance concepts.
- Ability to manage large, complex datasets and apply advanced techniques for time-series forecasting and predictive modeling.
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