Multifamily Mortgage Financial Engineer

02 Data Management Rosslyn-Arlington, Virginia Stamford, Connecticut Tysons Corner, Virginia Dallas, Texas Columbia, Maryland Philadelphia, Pennsylvania Washington, District Of Columbia Columbus, Ohio Jacksonville, Florida New York, New York Charlotte, North Carolina Bethesda, Maryland Mt. Laurel, New Jersey Austin, Texas Reston, Virginia


Description

About RiskSpan

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.  

We are seeking a financial engineer with experience in multifamily mortgage.

Primary Responsibilities

  • Execute Multi-Family credit expense quarterly forecast process including translating economics inputs into target formats, generating summary reports with SAS, post-processing allowance, running Python program for CRT benefits, and consolidating results in the excel EUC tool.
  • Conduct attribution analysis to quantity impact of the forecast drivers and create attribution tables and charts for visualization and deep dive purposes using Excel and Tableau.
  • Analyze forecast results and interpret to the client with supporting materials.
  • Collect control evidence/documents of the forecast process for quality control and internal auditing.
  • Develop and automate credit expense and capital forecast procedures using Python in AWS Cloud environment.
  • Conduct ad-hoc analysis. Some past work includes UAT for model release, Tableau dashboards enhancements, and sensitivity analysis.

Tools

  • Excel: PIVOT table; lookup, sumifs, averageifs, countifs formulas; Data tool: remove duplicate, text to column, etc.
  • Programming: SAS, SQL, Python
  • Visualization: Tableau, Excel charts (line graph, bar chart, waterfall chart)
  • Others: WinSCP (file transfer and access to server location), PuTTY, text editing/comparison tool such as TextPad, Notepad ++, and BeyondCompare

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.