Overview
An organization is seeking an experienced predictive risk modeler to perform risk assessment on an FHA multifamily housing portfolio. This role requires expertise in econometrics, statistical analysis, and modeling.
Responsibilities
- Develop predictive risk models, plan and prioritize work, and collaborate with project teams and clients.
- Estimate and validate loan-level logistic regression and survival analysis models to analyze credit risk for multifamily residential, nursing home, and hospital loans.
- Develop, enhance, validate, and run stochastic simulation models forecasting credit risk and outstanding insurance liabilities for new and existing books of business.
- Maintain an analytical support framework and loan performance database containing over 2 million historical records spanning 40 years.
- Develop risk management strategies and perform policy analysis for new loan insurance programs and underwriting requirement changes.
- Develop, maintain, and validate a credit risk score used as an early warning tool.
- Validate the quality of data gathered from various sources for predictive modeling and analysis.
- Prepare and present deliverables, presentations, and reports detailing portfolio performance to internal teams and clients.
- Perform all analytical and modeling work using SAS.
- Recommend process improvements, internal control enhancements, and adherence to modeling best practices.
Requirements
- Experience developing logistic regression and forecasting Monte Carlo simulation models.
- Knowledge of credit analysis and experience constructing and monitoring risk measures.
- Strong understanding of statistical and econometric concepts with solid analytical skills.
- Proficiency in SAS coding is preferred.
- Good planning and organizational skills with effective prioritization.
- Excellent interpersonal and communication skills, both verbal and written, with diverse stakeholders.
- Ability to work collaboratively in a team environment, learn independently, and self-motivate.
- Focus on delivering agreed-upon goals within specified timeframes.
Additional Information
- Candidates must provide a detailed resume addressing all requirements.
- Salary requirements must be included.
- Must be a U.S. citizen or Green Card holder to secure necessary clearance.
- Applications from principals only.
Location
- United States (U.S. citizenship or Green Card required)