Financial engineer - mortgage, fixed income, capital markets

02 Data Management Rosslyn-Arlington, Virginia


Description

RiskSpan is a leading source of analytics, modeling, data and risk management solutions for the Consumer and Institutional finance industries. We solve business problems for clients such as banks, mortgage-backed and asset-backed securities issuers, equity and fixed-income portfolio managers, servicers, and regulators that require our expertise in the market risk, credit risk, operational risk and information technology domains 

Primary Responsibilities     
  • Provide valuations on asset classes including but not limited to RMBS and Whole Residential Mortgages 
  • Build cashflow models for a variety of asset classes in Excel, SAS and/or Python. 
  • Analyze and document key components models including assumptions and mechanics. 
  • Write formal documentation describing models, their assumptions and the valuation process. 
  • Develop and consolidate assumptions and scenarios to perform baseline forecasting, stress testing, and other analytics reporting as necessary. 
Qualifications     
  • 5+ years of work experience in finance, preferably in the mortgage space 
  • Proficiency in Microsoft Office Applications. Experience developing reports, models or applications in Excel VBA. (skills assessment required). 
  • Experience writing professional reports  
  • Experience in a cloud environment- preferably AWS
  • R or Python for cashflow modeling required.
  • Experience with data visualization software such as Qlikview, Tableau, or PowerBI preferred 
  • Ability to interact directly with clients and speak confidently about the financial markets 

RiskSpan is proud to be an Equal Opportunity/Affirmative Action employer committed to hiring a diverse workforce and sustaining an inclusive culture. Qualified candidates must be legally authorized to be employed in the United States on an unrestricted basis.