Consumer / ABS Modeler

The following job functions are not all-inclusive. The employee will be required to perform other job-related tasks/responsibilities as requested. Job duties may change as required by needs of company.

• Lever statistical methods to discern fundamental drivers of credit and prepayment performance for various consumer and small business credit asset classes
• Analyze the performance of a diverse universe of consumer financial products (e.g. home improvement loans, personal loans, student loans, auto loans)
• Utilize statistical analyses and/or machine learning techniques to develop insight into borrower, servicer and lender behavior to identify trends and outliers
• Develop statistical modeling to forecast future behavior
• Develop and maintain cash flow engines for consumer financial products
• Evaluate future cash flow for investments
• Develop efficient data management, surveillance and quality assurance procedures for all internal and external data sources
• Perform ad-hoc quantitative analysis on various investment opportunities, * This is an onsite (3-4 days) position based in either Bayview's Miami, FL (strongly preferred) or New York, NY offices. We have existing employees in both office locations.

Base compensation is expected to be $110,000-140,000, with opportunity for incentive compensation including a performance-based bonus.

PHYSICAL DEMANDS and WORK ENVIRONMENT The physical demands described here are representative of those that must be met by an employee to successfully perform the essential functions of this job. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. While performing the duties of this job, the employee is regularly required to sit and use hands to handle, touch or feel objects, tools, or controls. The employee frequently is required to talk and hear. The noise level in the work environment is usually moderate. The employee is occasionally required to stand; walk; reach with hands and arms. The employee is rarely required to stoop, kneel, crouch, or crawl. The employee must regularly lift and/or move up to 10 pounds. Specific vision abilities required by this job include close vision, color vision, and the ability to adjust focus.

Do you have experience in Valuation?, * Strong understanding of consumer and small business financial products

• Strong statistical modelling, data analytical and problem-solving skills
• Hands-on programming experience in scripting (e.g. Python, R), and/or compiled languages (e.g., C++)
• Working SQL experience or prior experience with similar data processing languages is preferred
• Effective communication and presentation skills, with the ability to convey technical concepts to non-technical stakeholders
• Ability to work independently as well as collaboratively in an exciting and fast-paced, dynamic environment with shifting priorities
• Strong work ethics, professionalism, and commitment to integrity and ethical conduct

EDUCATION and EXPERIENCE:

• Candidates typically possess a bachelor's or master's degree in a hard science, math, computer science, engineering, economics or finance
• 3+ years of relevant experience working in a data driven research environment.

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 join the research group at Bayview Asset Management, which develops a fundamental understanding of credit performance through statistical models. Also conducts qualitative and quantitative analyses for the valuations of mortgages, consumer and small business financial products, and other credit-related assets to support the investment teams across the whole firm.