Quantitative Modeler I

Location: Washington, District Of Columbia US

Notice

This position is no longer open.

Requisition Number: 2018-1532

Position Title:

External Description:

OVERVIEW:

Use advanced computational, mathematical, and statistical or data analysis tools to implement and test financial modeling and analytical software systems for use in product development, portfolio management, forecasting, risk management and other business applications.

RESPONSIBILITIES:

  • Under general direction of supervisor, develop and implement all components of financial models, cash flow simulations and risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management.
  • Translate complex mathematical, business, and financial modeling logic into software code, with minimal supervision.
  • Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements. 
  • Assess model implementation quality and production control risk, with minimal supervision. 
  • Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use.
  • Apply emerging technologies and industry best practices of model and analytical system implementation.
  • Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing.
  • Work and collaborate effectively, as part of a team and across organizational lines.

QUALIFICATIONS:

  • Bachelor degree in Computer Science, Computer Engineering, Math/Statistics, Finance/Economics, Physics or related engineering/quantitative fields. Master or PhD degree preferred. 
  • Solid knowledge in statistics, statistical data analysis and modeling. - Proficient in R and / or SAS, and SQL.
  • Knowledge/experience of quantitative financial analytics (preferably in mortgage credit risk analytics) a plus. 
  • Excellent written and verbal communication skills. Familiar with tools like Microsoft office suites. 
  • Experience in working on FNMA internal pricing or loss forecast applications a plus.  

City: Washington

State: District Of Columbia

Community / Marketing Title: Quantitative Modeler I

Company Profile:

The Oakleaf Group is a premier advisory firm with expertise in risk management and financial modeling for the mortgage and banking industries. We serve publicly traded and privately held banks and non-bank mortgage firms, government agencies, law firms, insurance companies, institutional asset managers and hedge funds. Founded in 2007, our firm’s over 100 professionals are located in the Washington, DC and New York City metro areas, serving clients across North America and Europe. 

We differentiate ourselves through our approach to client relationships. We begin with the belief that each client relationship will be permanent and ongoing, spanning across engagements. We invest in communication and research to ensure that we fully understand the drivers of every client’s short and long term success. We align our goals to those of our clients, and we continuously monitor and adjust to ensure that the relationship stays strong. 

It’s on the foundation of strong client relationships and aligned objectives that we provide expertise-infused advisory services and technology-aware implementation assistance that drive client success.

Location_formattedLocationLong: Washington, District Of Columbia US

CountryEEOText_Description: As a condition of employment with The Oakleaf Group, any successful job applicant will be required to successfully complete a background investigation, which may also include a pre-employment drug screen and/or a credit check for positions in some areas of our business. The Oakleaf Group is an equal opportunity employer. Applicants are considered for positions without regard to race, religion, gender, native origin, age, disability, or any other category protected by applicable federal, state, or local laws.

7315 Wisconsin Avenue, East Tower 10th Floor
Bethesda, MD 20814
P. (202) 684-2800 • F. (202) 684-2803

© 2018 The Oakleaf Group, All Rights Reserved.