Sr. Prepayment Modeler recruitment
As a senior member of the mortgage research team, design, estimate, and develop MBS prepayment/default models. Communicate model assumptions, projections, performance, and valuation implications to internal and external clients. Responsibilities: • Develop next generation and modify existing prepayment models using statistical tools.• Work with FMG to implement production quality models. Verify that newly implemented models tie to prototyped models.• Directly communicate with BlackRock desk and BlackRock Solutions’ clients regarding model factors, forecasts, performance, and security Read more […]