Type: Full-time
Experience: 5-10 Years
Functions: Capital Market Analytics, Financial Analysis, Risk Analysis
Industries: Computer Software application to Financial Services, Banking
Cognilytics, Inc. is looking for full time Capital Markets Modeler / Statistical Modelers with preferred knowledge of the banking industry, especially in lending, payments, and mortgage asset classes including RMBS & CMBS.
Primary Responsibilities:
l Apply advanced mathematical, analytical, or
conometric tools to create advanced algorithms and
programs that will be used in analytical models and
product development processes (i.e. Commercial Real
Estate, Residential Mortgage, Capital Markets,
Consumer Payment system, etc.)
l Managing large and complex credit data sets using
statistical tools and database technologies.
l Participates in data analysis, statistics, mathematical
and development on analytical tools and complex
algorithms
l Provide ongoing analysis of new products or asset
classes, and suggest program modifications as
necessary. Test applications for accuracy and
functionality before putting them into service.
l Synthesizes complex financial and mathematical
problems into simple frameworks, to solve and deliver
presentations
Education & Experience:
- Demonstrated 5 – 7 years of experience in building & applying statistical and mathematical models in the financial industry (banking, risk management, pricing, consulting etc.) especially with loan product offerings, credit/debit card offerings, mortgage analytics, mortgage valuation, and/or mortgage securities.
- Experience in analyzing or trading residential mortgage backed securities market
- Strong analytical problem solving and data analysis skills, with attention to detail.
- Highly motivated, self-starter with ability to lead, work independently and/or participate as a team member on multi-part projects with little oversight.
- Must have advanced knowledge in Microsoft Applications and its functionalities mainly in the use of Excel, VBA, PowerPoint and other reporting, database, and analytical tools. SAS is preferred.
- Experience in client facing consulting engagements a plus
- Prior experience with QRM, Bloomberg, Moody’s KMV a plus
Essential Skills:
- Strong verbal and written communication skills
- Strong analytical and reporting skills
- Ability to lead and manage large project teams
- Ability to be self motivated and directed
- Self learner and ability to prioritize responsibilities based on higher level objectives.
- Strong problem solving and troubleshooting skills.
Contact Information
Manav Misra: mmisra@cognilytics.com
Amit Jain: ajain@cognilytics.com