Avp, Consumer Modeling

Overview

ABOUT US: Founded in 1993, Bayview Asset Management is an investment management firm focused on investments in mortgage and consumer credit, including whole loans, asset-backed securities, mortgage servicing rights, and other credit-related assets.

The candidate will be joining the research team at Bayview Asset Management in the position of Assistant Vice President, Research – Consumer Modeling. At Bayview Asset Management, the research team develops and implements statistical models for the valuation of mortgage loans and consumer loan products. The candidate will play a critical role within the consumer modeling team, analyzing consumer loan collateral performance and associated credit policies, building out modeling and monitoring data pipelines, and creating and enhancing credit risk strategies.

This work will require the candidate to work cross functionally across the enterprise, helping to support teams including the consumer whole loan team and emerging strategy businesses.

• Development of various risk and credit models using in-house and/or bureau data for use across the business to drive consumer credit underwriting and/or ABS deal pricing decisions
• Creation of forecasting models using market-level data for consumer loan products at both the loan-level and pool levels, and helping develop stress testing scenarios in response to macroeconomic events
• Assist in building out the consumer modeling team’s modeling and analysis repos
• Building loan performance monitoring suites and creation of early warning systems of adverse performance within consumer loan portfolios
• Establishing data feeds and dashboards necessary to track and monitor loan applications, loan decisions, and loan performance for various Bayview emerging consumer lending businesses
• Development and maintenance of credit risk strategies and origination policies for various Bayview emerging consumer lending businesses

• Bachelor’s degree in related field; engineering, mathematics, economics, business, data science. Preferred master’s degree in related field
• Experience with statistical program languages (Python, R, SAS, Stata), experience with SQL databases, and reporting / business intelligence tools (Power
  
  BI, RShiny, Dash, Tableau)

• Demonstrated expertise in a programming language for statistical analysis (Python strongly preferred)
• Demonstrated expertise building credit risk models
• Experience with statistical modeling frameworks, e.g. linear regression, logistic regression, gradient boosting, random forests
• Ability to develop clear visualizations of data using a visualization software
• Strong quantitative skills and a high aptitude for problem solving
• Exceptional verbal and written communication abilities.

• Base compensation is expected to be $160-200k, with opportunity for a performance-based bonus.

Bayview is an Equal Employment Opportunity employer. All aspects of consideration for employment and employment with the Company are governed on the basis of merit, competence and qualifications without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, or any other category protected by federal, state, or local law.