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Lead the model validation efforts for various securitized portfolios including CMBS, RMBS, CLOs, and ABS
Perform model validation of default, prepayment, delinquency, and loss severity models for these portfolios
Act in a managerial capacity to junior members of the team by providing coaching and mentorship
Strategize with senior management regarding model methodology, ways to mitigate/measure risk in these portfolios, and influence others regarding process improvement issues from a quantitative and qualitative perspective
Minimum of 6 years of model development or model validation experience within financial services
Experience with securitized products models for MBS, CLOs, ABS, or their unsecured retail counterparts
PhD or a Masters degree in a quantitative field
Knowledge of one or more of the following: R, SAS, C++, Python, SQL
Strong interpersonal skills with ability to both lead others and perform independent work