Quantitative Model Development Analyst

About RiskSpan
RiskSpan is a product as well as a management consulting firm, a leading source of analytics, modeling, data and risk management for the Consumer and Institutional Finance industries. We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains. Our focus is on fostering a high -performance culture with work life balance, one that develops a top-notch talent pool with the skills and determination to deliver above and beyond.
Primary Responsibilities:

• Provide support to sales efforts by developing marketing materials on models and engaging clients in sales calls and demos
• Development of internal, proprietary predictive models in C++ and/or Python
• Partner with developer resources to drive implementation and enhancements to models within RiskSpan’s analytic platform
• Design, develop, document, and maintain new prepayment and credit models for MBS and ABS
• On-going maintenance, calibration, and testing of existing models, including benchmarking and back testing
• Communicate models, methodology, and research in clear and concise ways to internal stakeholders and external clients

Qualifications:

• Ability to think independently, prioritize work and meet deadlines
• Degree in STEM preferred but will consider Masters and Bachelors in STEM with relevant experience
• Proficient in C++ and Python
• 2-4 years of MBS (Agency and/or Non-Agency) prepayment and/or credit modeling experience
• Excellent written and verbal communication skills with a focus on explaining model methodology to both internal and external clients
• Ability to analyze large datasets with minimal guidance

RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to hiring a diverse workforce and sustaining an inclusive culture. Qualified candidates must be legally authorized to be employed in the United States on an unrestricted basis.