Sr. Quantitative Credit Risk Analyst (Residential Mortgages) – NY recruitment
Candidate must have deep experience with residential mortgages and a deep understanding of the credit lifecycle of a mortgage from origination, portfolio management to collection. A degree in a quantitative field [statistics, math, fin eng] and 10+ years of relevant experience in data mining massive amounts of mortgage information and then analyzing that data. The role will also mentor and coach more junior team members. Candidates must have experience using regression models that measure loss given default (LGD) and loss frequency for a residential real estate loan portfolio is required. The Candidate must also have implemented large credit risk models and will need solid SAS programming skills. Current hands on experience modeling in SAS is a requirement. Candidate must also be able to speak with authority about residential real estate lending.
Refer to Job#18814-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.