What are the responsibilities and job description for the Data Reporting Engineer position at The Oakleaf Group?
A company is looking for a Data Reporting Engineer to measure and analyze complex financial forecasts and risks relating to large loan portfolios.Key ResponsibilitiesUnderstand structured finance transactions and loan securitizations, and model them in Python and RExecute proprietary forecasting, pricing, and NPV / discounted cashflow models in Python and R, and analyze resultsMeasure and monitor credit risk on a large housing finance and credit guarantee book of businessRequired QualificationsExperience analyzing large datasets using Python or R on AWSDeep knowledge of SQLPreferred knowledge of GSE multifamily lending business and securitizationsMaster's in data science, Quantitative Analytics, Statistics, or Economics is preferred3-5 years of financial data analysis experience