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Mortgage Quantitative Modeler

  • Job type: Permanent
  • Location: Washington, District of Columbia
  • Salary: £100000 - £145000 per year
  • Job reference: 288241/001_1552601311
  • Sector: Selby Jennings, Risk Management
  • Date posted: 14/03/2019

A national mortgage lending firm is looking to add to its new and expanding machine learning team. Located in the heart of Washington, DC this opportunity offers candidates the ability the join something new and exciting. This firm is placing a heavy emphasis on using machine learning to solve complex financial problems, evaluate risk strategies and evaluate mortgage performance.

The ideal candidate will have:

  • Experience using machine learning with a focus on Neural Networks and Ensemble Learning Experience
  • At least two of the following:
    • R, Python, C++, Spark, SQL
  • Knowledge of mortgage risk modeling and working with large sets of data with a strong command of UNIX shell scripting and Oracle/Netezza Databases
  • Bonus points for: good writing and communication and strong problem-solving skills

In return you will have the ability to apart of a brand new, growing team at a massive mortgage lending firm.

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