This position requires any amount of experience with the following: quantitative models for different types of prepayments (including refinancing, turnover, cash-out, and curtailment), credit transitions, defaults, and loss severity across various residential mortgage products including Fixed-Rate Mortgages, Hybrid Adjustable- Rate Mortgages, Option Adjustable-Rate Mortgages, Home Equity Loans, and Home Equity Lines of Credit; simulation-based risk sensitivity and portfolio analyses of valuation models, including pricing, duration analysis, convexity analysis, option-adjusted spread analysis, profit and loss attribution analysis, and hedging analysis, for different residential-mortgage-backed securities, such as pass-through securities and collateralized mortgage obligations; time series models for macroeconomic variables such as home price index and mortgage rates; ongoing performance monitoring methodologies for quantitative, valuation, and time series models, including monitoring metrics design, threshold determination, and performance backtesting; quantitative and time series modeling methods, including linear and non-linear multiple regressions, multiplicative logistic regression, autoregressive integrated moving average model, mean- reversion process, cointegration testing and error correction model, and panel data regression; Python or R programming languages to perform validation analysis, independent testing, and implementation testing, as well as developing benchmark models; document model review, validation findings and independent testing using Latex. QUALIFICATIONS: Minimum education and experience required: Master''s degree in Financial Engineering, Applied Mathematics, Economics, Operations Research, Information Engineering or related field of study plus three (3) years of experience in the job offered or as Quant Modeling Lead, Model Risk Program Associate, Model Risk Management & Control, Analyst, or related occupation.