Bayview Asset Management, LLC is looking to solve the problem of developing statistical models and conducting qualitative and quantitative analyses for the valuations of mortgages, consumer financial products, and other credit-related assets to support the investment teams across the whole firm.
Requirements
- Strong understanding of structured credit products, including CDOs, CLOs, ABS, RMBS, and securitization markets
- Strong statistical modeling, data analytical and problem-solving skills
- Hands-on programming experience in scripting (e.g. Python, R), and/or compiled languages (e.g. C++)
- Possess a good comprehension about mortgage option-adjusted spread (OAS) framework
- Proficiency in financial modeling, statistical analysis, and programming languages (e.g., Excel, VBA, Python, R)
- Working SQL experience or prior experience with similar data processing languages is preferred
Responsibilities
- Analyze the performance of consumer financial products (e.g. home improvement loans, solar loans/lease, personal loans, student loans, auto loans)
- Utilize statistical analyses and/or machine learning techniques to develop insight into borrower, servicer and lender behavior to identify trends and outliers
- Develop statistical modelling to forecast future behavior
- Develop and maintain cash flow engines for consumer financial products
- Evaluate future cash flow for investments
- Develop efficient data management, surveillance and quality assurance procedures for all internal and external data sources
- Perform ad-hoc quantitative analysis on various investment opportunities
Other
- Candidates typically possess a bachelors or masters degree in hard science, math, computer science, engineering or finance
- 2-4 years of relevant experience working in a data driven research environment
- Effective communication and presentation skills, with the ability to convey technical concepts to non-technical stakeholders
- Ability to work independently as well as collaboratively in a fast-paced, dynamic environment
- Strong work ethics, professionalism, and commitment to integrity and ethical conduct
