Mortgage Quantitative Strategist

Responsibilities

• Develop and maintain forecasting, valuation, and risk models supporting a large mortgage and lending platform.
• Build and enhance valuation, forecasting, and risk management models for mortgage and lending products.
• Analyze large datasets to identify key drivers of portfolio behavior and business performance.
• Design, test, and implement quantitative models using Python and other programming languages.
• Perform model validation support, back-testing, monitoring, and ongoing model enhancements.
• Document modeling methodologies and communicate findings to business stakeholders and model governance teams.
• Possess strong programming skills in Python required; experience with C++ is highly preferred.
• Collaborate with technology teams to productionize model frameworks and improve analytical processes.
• Support regulatory, stress-testing, and broader risk management initiatives.
• Collaborate with cross-functional partners across quantitative analytics, finance, risk, and lending businesses.

Qualifications

• Master's or PhD in Statistics, Mathematics, Physics, Economics, Engineering, Data Science, Quantitative Finance, or a related quantitative discipline.
• 3-7 years of experience developing quantitative, econometric, or statistical models within financial services.
• Strong programming skills in Python required; experience with C++ is highly preferred.
• Experience working with forecasting, valuation, risk, or balance sheet models.
• Strong knowledge of statistical modeling and quantitative research techniques.
• Ability to communicate complex quantitative concepts to both technical and non-technical audiences.
• Familiarity with stress testing, model governance, or regulatory modeling frameworks is a plus.
• Experience with mortgage, consumer lending, retail banking, or wealth management products is preferred.