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Quantitative Research Analyst

Quantitative Research Analyst:
 



POSITION SUMMARY:

 
The candidate will be joining the research team at Bayview Asset Management, which develops and implements statistical models for the valuation of mortgage and other credit-related assets. These models include probability of default, prepayment, and severity (loss given default) models, which are used to project credit cash flows. Primary responsibilities will include statistical modeling and analysis, data mining and manipulation, and model implementation in C++ and VBA.
 
 
 



Required Skills:

 
1. Have very strong analytic and quantitative skills. Most qualified candidates would have a degree in a quantitative field.
 
2. A passion for analyzing data and implementing models. As the work involves modeling mortgages, the candidate should have an interest in the economics/finance/psychology associated with mortgage behavior.
 
3. Have some programming experience, and ideally some basic knowledge of object-oriented programming
 
 



Helpful but not required qualifications:

 
1. Working knowledge of statistics, especially survival analysis
2. Excel and Visual Basic experience
3. An understanding of finance and economics
4. Experience working with SAS or other statistical software
5. Working knowledge of SQL and databases