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About the Role

Serve within the research group at Bayview Asset Management, developing statistical models and conducting qualitative and quantitative analyses for the valuations of mortgages, consumer financial products, and other credit-related assets to support investment teams.

Responsibilities

Analyze the performance of consumer financial products.
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.

Requirements

Master’s degree or foreign equivalent in hard science, operations research, math, computer science, engineering, or finance.
Four (4) years of experience working in a data-driven environment.
Four years of experience in conducting credit analysis on a broad range of consumer financial products.
Four years of experience in direct deal evaluation, involving the full deal lifecycle.
Four years of experience evaluating investment opportunities across the deal pipeline.
Four years of experience developing statistical, stochastic, or machine learning models to forecast defaults, prepayments, delinquencies, recoveries, etc.
Four years of experience leading portfolio surveillance and risk management.
Four years of experience building and maintaining cash flow engines for consumer finance or structured credit investments.
Four years of programming experience in Python (pandas, NumPy, SciPy, scikit-learn) and SQL for financial modeling, automation, data analysis, and large-scale data management.
Four years of experience communicating quantitative analysis, portfolio insights, and investment recommendations effectively to both technical and non-technical stakeholders.

Skills

Statistical modeling
Qualitative analysis
Quantitative analysis
Machine learning techniques
Cash flow engines
Data management
Surveillance procedures
Quality assurance
Credit analysis
Deal evaluation
Credit underwriting
Yield analysis
Deal negotiations
Term sheet review
Legal document review
Performance monitoring
Valuation analysis
Loan-level datasets
Credit assessments
Cash flow analysis
Credit policy reviews
Underwriting standards
Structural provisions
Stochastic modeling
Portfolio surveillance
Risk management
Interactive dashboards
Key risk indicators
Loss monitoring
CDR monitoring
CPR monitoring
Recovery monitoring
ROA monitoring
ROE monitoring
WAC monitoring
WA FICO monitoring
Python
Pandas
NumPy
SciPy
Scikit-learn
SQL

Location

New York, New York

Work Type

Hybrid
Full-time

Experience Level

Associate Vice President (AVP)

Education Level

Master's degree

Salary/Compensations

$190,000 - $195,000 per year

About the Company

Bayview Asset Management LLC is a firm that develops statistical models and conducts analyses for investment support.

Equal Opportunity

This notice is being provided as a result of the filing of an application for alien employment certification for the job offered. Any person may provide documentary evidence bearing on the application to the U. S. Department of Labor, Certifying Officer, Employment and Training Administration, 200 Constitution Ave. NW, Room N-5311, Washington, D.C. 20210