The Oakleaf Group, LLC

  • Quantitative Modeler I

    Job Location 1 week ago(6/12/2018 9:36 AM)
    ID
    2018-1532
    Posted Date
    US-DC-
  • Overview

    Use advanced computational, mathematical, and statistical or data analysis tools to implement and test financial modeling and analytical software systems for use in product development, portfolio management, forecasting, risk management and other business applications 

    Responsibilities

    • Under general direction of supervisor, develop and implement all components of financial models, cash flow simulations and risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management.
    • Translate complex mathematical, business, and financial modeling logic into software code, with minimal supervision.
    • Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements. 
    • Assess model implementation quality and production control risk, with minimal supervision. 
    • Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use.
    • Apply emerging technologies and industry best practices of model and analytical system implementation.
    • Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing.
    • Work and collaborate effectively, as part of a team and across organizational lines.

    Qualifications

    • Bachelor degree in Computer Science, Computer Engineering, Math/Statistics, Finance/Economics, Physics or related engineering/quantitative fields. Master or PhD degree preferred. 
    • Solid knowledge in statistics, statistical data analysis and modeling.
    • Proficient in R and / or SAS, and SQL.
    • Knowledge/experience of quantitative financial analytics (preferably in mortgage credit risk analytics) a plus. 
    • Excellent written and verbal communication skills. Familiar with tools like Microsoft office suites. 
    • Experience in working on FNMA internal pricing or loss forecast applications a plus.

     

    Company Overview

    The Oakleaf Group is a mid-size consulting firm with offices in Chevy Chase, MD, Bethesda, MD and New York, NY. Our people are our greatest assets and our company culture is grounded on that belief. Our goal is to thrill our clients and challenge and reward our employees.  As a member of the Oakleaf team, you will have an exciting opportunity to work with emerging technology, modernize financial applications, and grow in a friendly workplace where you can work independently and collaboratively. In this position the ideal candidate will work to solve complex “hot topic” issues currently faced by the financial services industry. We bring depth of experience to a wide range of highly satisfied clients, delivering trusted advice along with quantitative, technology, regulatory, and operations strategies. Do you possess the talent and dedication to be part of our growing team?

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