As a valued contributor to our team, you will be responsible for supporting operations, reporting, and compliance in the oversight of the theoretical and empirical research in all areas of mortgage finance business, including mortgage products and securities, borrower behavior, investment and hedging strategies, residential property valuation, macroeconomic models, including housing prices and interest rate, financial valuation of finance assets and derivatives, economic capital, and stress testing. In this role, you will help develop and manage business and system processes supporting model governance and risk management.
THE IMPACT YOU WILL MAKEThe Enterprise Model Risk - Quantitative Modeling - Advisor role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:Assist team in supporting and maintaining technological functions supporting model governance, inventory, reporting, and complianceWork closely with relevant stakeholders to understand all aspects of the workflow processes managed for model validation, model performance monitoring, and model issue management; generate recommendations and technology solutions for identified patternsEnsure risks associated with business activities are effectively identified, measured, monitored, reported, mitigated, and controlled.Provide innovative thorough, and practical solutions that improve business performance and support business strategies and initiatives.Design, implement, and maintain an inventory of technology-supported processes and controls supporting model governanceParticipate in producing qualitative and quantitative analyses for system evaluation, project management, and executive-level reportsApply understanding of relevant business context to process design, which may include the application of mathematic, statistical, and econometric techniques. Oversee ad hoc quantitative analyses, modeling, or programming using Salesforce, Tableau, SAS, SQL, R, or Python.Participate in fostering a culture of continuous improvement and quality excellence.