What are the responsibilities and job description for the ANALYST, MORTGAGE MODELING position at Bayview Asset Management?
Overview : Position Summary :
Bayview is a leading financial services firm specializing in mortgage-related investments. Our team is dedicated to delivering cutting-edge solutions through rigorous research and advanced modeling techniques.
Role Overview :
We are seeking a highly motivated and skilled Associate to join our Prepayment Modeling Team under the Bayview Research Team. The ideal candidate will have 1-2 years of experience in statistical modeling, with a focus on mortgage s . This role involves validating and calibrating prepayment models, as well as collaborating with business teams to enhance their understanding and application of these models.
Key Responsibilities :
- Validate and calibrate mortgage prepayment models to ensure robustness, consistency, and predictive power.
- Continuously monitor and improve model performance through back-testing and performance analysis.
- Analyze mortgage data to identify trends and patterns that influence prepayment behavior.
- Assist in the development and implementation of new modeling approaches and techniques.
- Communicate complex statistical concepts and model outputs to non-technical stakeholders.
- Collaborate with business teams to provide insights and support in utilizing prepayment models effectively.
Qualifications :
What We Offer :
