Position Summary:

The candidate will be joining the Research Team at Bayview Asset Management, which develops statistical models for the valuations of mortgages, auto loans, and other credit-related assets. These models include probability of default, prepayment, and severity (loss given default), which are used to project cashflows.

Essential Duties & Responsibilities:

• Analyze the performance of consumer financial products (e.g. auto lending, credit cards, personal loans, student loans).
• Build statistical models to forecast future behavior, capable of handling various scenarios.
• Assess the effectiveness of models over time or over new populations.
• Develop efficient data management, surveillance and quality assurance procedures for all internal and external data sources.
• Implement and maintain models in C++/C#.
• Develop insight into borrower, servicer and lender behavior to identify trends and outliers.
• Perform ad-hoc quantitative analysis on various pools of loans.

Skills/Knowledge/Abilities:

• Strong understanding of structured credit products, including ABS, RMBS, and securitization markets.
• Proficiency in financial modeling and statistical analysis (regression and time-series models).
• Hands-on programming experience in scripting (e.g. Python), and/or compiled languages (e.g. C++).
• Working knowledge of SQL and databases.
• Excellent quantitative skills, attention to detail, and ability to interpret complex financial data.
• Strong knowledge of probability and statistics.
• 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 ethic, professionalism, and commitment to integrity and ethical conduct.

Education and Experience:

• Bachelor's degree in finance, economics, math, or another quantitative field with a high GPA from a top-rated institution
• 2-4 years of relevant experience working in a data driven research environment from a buyside or sell-side firm.

Certifications, Licenses, And/Or Registration

• N/A

Location:

• This role is a hybrid position (3 days onsite) based in Bayview’s Coral Gables, FL office. We have existing team members in this location.