Full-Time Model Validator - Advisor

As a valued contributor, apply extensive knowledge of principles, advanced techniques, and theories to conduct research with public and proprietary data in all areas of mortgage finance business.

Responsibilities:

• Apply mathematical, statistical, and econometric techniques to support business strategies.
• Conduct ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python.
• Develop analytic insights, sound hypotheses, and informed recommendations using advanced data mining and/or statistical techniques.
• Identify opportunities to improve business performance and/or resolve complex issues.
• Integrate company policies and industry-wide modeling practices into department processes.
• Ensure compliance across modeling projects.
• Design and execute model validation and testing, assessing model quality and risk.
• Interpret model results, monitor performance, and assess risks.
• Communicate technical subject matter clearly and concisely to senior management and stakeholders (e.g., whitepapers, review reports).

Minimum Requirements:

• 6+ years of relevant work experience, including developing or validating quantitative models.
• Bachelor's degree or equivalent in a quantitative field (e.g., Economics, Finance, Statistics, Mathematics, Computer Science, Engineering).

Desired Experiences:

• PhD in a quantitative discipline (e.g., Economics with Econometrics focus).
• Retail loan products/home mortgage products experience preferred.
• Experience working with large datasets.
• Experience at a large financial institution (SIFI or GSIB).
• Experience with model risk framework and oversight.
• Skills in econometrics, statistical inference, financial mathematics (time series forecasting, stochastic processes, hypothesis testing, causal inference).
• Expertise with machine learning and modern modeling techniques (big/unstructured data).
• Familiarity with the AI/ML landscape and new developments.

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