VP Machine Learning Quant (Mortgages)
Group: Quantitative Strategies
LOB: Global Mortgages and Securitized Products
- AI/ML Model Development:
Design and implement advanced ML models for mortgage prepayment and default forecasting, leveraging deep learning, NLP, and generative AI. - LLM Applications:
Develop and deploy LLM-based solutions (e.g., ChatGPT-style models) for automating research workflows, extracting insights from unstructured mortgage data, and enhancing decision-making. - Data Engineering & Feature Innovation:
Integrate traditional mortgage datasets with alternative data sources; build pipelines for large-scale, high-dimensional data. - Model Governance & Performance:
Ensure compliance with model risk standards (SR 11-7) and maintain robust monitoring for accuracy and stability. - Cross-Functional Collaboration:
Work closely with Trading, Research, Technology, and Risk teams to embed ML-driven insights into pricing, hedging, and portfolio strategies. - Thought Leadership:
Drive innovation in AI/ML for structured finance; mentor junior talent and contribute to best practices in generative AI applications.
- Advanced degree (Ph.D. or Master's) in Computer Science, Machine Learning, Applied Mathematics, or related quantitative field.
- Hands-on experience implementing AI/ML solutions, including deep learning and NLP, ideally in mortgages or structured products.
- Strong programming skills in Python and familiarity with ML frameworks (TensorFlow, PyTorch).
- Solid understanding of fixed-income products, mortgage modeling, and securitized markets.
- Experience working with large, complex datasets and applying ML techniques for time-series forecasting and predictive modeling.
- Experience building and fine-tuning LLMs for financial applications.
- Familiarity with cloud platforms (AWS, Azure) and distributed computing.
- Knowledge of model risk governance and regulatory requirements.
- Exposure to reinforcement learning or generative AI for trading strategy optimization.
- Opportunity to lead AI-driven innovation in one of the largest mortgage businesses globally.
- Direct impact on trading strategies and client solutions.
- Collaborative environment with access to cutting-edge technology and data.
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