Quantitative Researcher Intern
On-siteDallas, Texas, United States
Dallas, Texas, United StatesOn-siteFull TimeEntry LevelDoctorate Or Professional DegreeSmall
Full TimeEntry LevelDoctorate Or Professional DegreeSmall
Job Summary
Conduct empirical analysis on residential mortgage performance using large-scale loan level data to develop statistical models for prepayment, default, and transition matrices. Perform full-scale backtests and coordinate with the analytics team to implement models for investment decision-making and new product exploration. Communicate model attributes, forecasts, and risk implications to senior management. Requires a PhD in a quantitative field, proficiency in R/Python/Java, and experience with survival analysis and machine learning. Based in Uptown Dallas with US work authorization required; H1B sponsorship available.
Required Qualifications
- Holding or working toward a PhD in Statistics, Economics, Finance or other related quantitative fields
- Proficiency in statistical and econometric modeling, such as survival analysis, time series models, logistic regression, multinomial logistic regression, Monte Carlo simulation, as well as machine learning
- Hands on experience in working with large scale data sets
- Proficiency in R/Python/Java or other statistical software packages
- Ability to manage multiple tasks and deliver high quality work in a dynamic environment
- Ability to work in Uptown Dallas office
- US work authorization is required
Desired Qualifications
- Familiarity with financial mathematics, knowledge of mortgage analytics is a plus
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