Financial Engineer

Description

FINANCIAL ENGINEER Ph.D. in a quantitative field, such as economics, finance, operations research, applied mathematics, statistics or computer science or an equivalent combination of education and/or experience is highly desired. Job description Maintain and enhance existing credit analytics for pricing Single Family transactions and for managing Single Family credit portfolio. Lead the effort in developing and building credit risk management applications based on new credit risk models and business requirements. Validating and testing new credit analytics models and new credit risk management methodologies. Perform business analyses to support pricing and risk management decisions. Support system documentation and ensure software development standard. Interact with both internal and external group members and business users to help further understanding these new models in the business applications. Investigate and use new technologies and tools as needed. Qualification At least 57 years experience in system analysis, design and programming in C++ computer language and Unix scripts with strong emphasis in numerical programming. Experience in UNIX, database, SAS, Matlab and good PC skills. Ph.D. in a quantitative field, such as economics, finance, operations research, applied mathematics, statistics or computer science or an equivalent combination of education and/or experience is highly desired. Demonstrated analytical and problem solving skills required. Demonstrated interpersonal, organizational and communication skills required. 35 years experience in developing economic and/or financial model and/or financial applications. Experience in secondary mortgage market highly desirable.