Credit and Interest Rate Risk Modeling Analyst – Multifamily Portfolio – Public Company – Virginia, USA recruitment
JOB DESCRIPTION
Oversee the day-to-day operational execution in support of the development and implementation of economic models for the multifamily portfolio. Manage the design, development and deployment of core credit and interest rate risk models. Review economic analysis of market conditions prepared by staff. Review and may develop analytical methods and models that assess the market, credit and / or operational risks of new and existing multifamily products. Analyze and make recommendations on models used by the business to ensure that risks within the business' financial models are properly identified and consistent. Review models developed by staff used to evaluate portfolio risk for new and existing products including stress testing, sensitivity analyses, scenario testing and Monte Carlo simulations. May possess an advanced degree in applied mathematics, physics or statistics, as well as a strong background in computer science. Requires significant knowledge of the multifamily business as well as analytical, statistical modeling, and forecasting methods. Typically has more than 10 years of relevant experience.
Basic Requirements
Implement and integrate financial analytics and model results into costing, pricing, and portfolio management functions for multifamily mortgage and structured products. Produce research relevant to the industry.
The successful applicant will be good at critical thinking and independently troubleshooting economic data, and financial analysis. Proficiency with Matlab, SAS, VBA, and/or similar analytical software or programming experience is required. Additionally, the successful applicant will excel at coordinating efforts across groups, and synergizing the work of multiple areas into a cohesive final deliverable, for presentation to the business area and oversight. Written and verbal communication of results is a key job requirement.
Understanding of economics, finance, or statisics as evidenced by previous experience or an advanced degree (economics, statistics, finance, mathematics, physics, operations research, or other related field) . Previous experience with some analytical software that includes one of the following, Matlab, SAS, VBA, and/or similar analytical software or programming experience is required.
Preferred Skills
Critical Skills:
Ability to perform complex financial analysis, calculations, and systems tasks with a high degree of accuracy and timeliness
Ability to use Matlab to manage large matrixes and implement simulation
Ability to develop and estimate econometric models including but not limited to linear regressions, Ability to manage multiple priorities and complete work on time
Ability to independently analyze and resolve systems problems
Ability to leverage information and identify system and process improvements
Ability to independently present/communicate complex analytics effectively
Possess a strong action-oriented approach
Understanding of markets for multifamily products and their markets
Strong preference for applicant with a strong real estate finance experience / background.
In return they are offering:
• A huge opportunity to attain significant progression within a growing Company
• Snacks and meals provided daily
• Fitness Center with group activities
• Full Benefits package
• Excellent opportunity for progression and potential leadership exposure (depending on your level)
• Direct impact on the business that ultimately means hands on exposure
• Career advancement and competitive compensation structure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key Words: market risk, credit risk, counterparty risk, basel, phd, monte carlo , real estate, mbs,
APPLY | quant-jobs@g-q-r.com
VISIT US | www.g-q-r.com/vacancies
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
LOS ANGELES | 1.310.806.9333
12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
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