Credit Analytics Analyst
Location: Virtual-Remote, District Of Columbia US
Requisition Number: 1935
Description: Measure and analyze complex financial forecasts and risk relating to a Multifamily loan guarantee program. Forecast and price cashflows on multifamily housing securitizations, and assess economic scenarios including housing prices and interest rates.
- Measuring and monitoring credit risk on a large housing finance and credit guarantee book of business.
- Execute proprietary in-house forecasting, pricing and NPV/discounted cashflow models developed in C, C++, Python and R and analyze results.
- Understand and assess input data including lineage, transformations, and versions, and how changes to data drive changes in forecasts
- Analyze forecasts and implications interest rates and housing prices
- Participate on a team developing, executing, validating, and documenting proprietary valuation models and property price indexes
- Execute deterministic what-if scenarios thru proprietary tools to understand impact on client’s book of business. Synthesize results and document methodology in brief memos.
- Understand structured finance transactions (specifically Multifamily loan securitizations) and understanding how such transactions are modeled in Python and R.
- Understand, measure, communicate and document modeling assumptions, output transformations, and other modeling components drive the results of various analyses
- Master’s in Financial Engineering or Quantitative Analytics or equivalent (Required)
- Knowledge of GSE multifamily lending business, underwriting requirements, multifamily securitizations, or GSE regulatory capital framework(preferred)
- Experience developing and running financial models written in Python and R on AWS (2 years, required)
- Experience analyzing large datasets (10mm+ observations) using Python or R on AWS (1 year, required)
- Experience communicating complex financial results to management with presentations or memos.
- Knowledge of SQL (strongly preferred)
State: District Of Columbia
Community / Marketing Title: Credit Analytics Analyst
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: Virtual-Remote, 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.