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Bayview Fund Management, LLC

Analyst, Mortgage Modeling

Bayview Fund Management, LLC, Coral Gables, Florida, United States,


Overview

Position Summary:Bayview is a leading financial services firm specializing in mortgage-related investments. Our team is dedicated to delivering cutting-edge solutions through rigorous research and advanced modeling techniques.Role Overview:We are seeking a highly motivated and skilled

Associate

to join our Prepayment Modeling Team under the Bayview Research Team. The ideal candidate will have 1-2 years of experience in statistical modeling, with a focus on mortgage s . This role involves validating and calibrating prepayment models, as well as collaborating with business teams to enhance their understanding and application of these models.Key Responsibilities:Validate and calibrate mortgage prepayment models to ensure robustness, consistency, and predictive power.Continuously monitor and improve model performance through back-testing and performance analysis.Analyze mortgage data to identify trends and patterns that influence prepayment behavior.Assist in the development and implementation of new modeling approaches and techniques.Communicate complex statistical concepts and model outputs to non-technical stakeholders.Collaborate with business teams to provide insights and support in utilizing prepayment models effectively.Qualifications:Bachelor’s or Master’s degree in Statistics, Mathematics, Economics, Finance, or a related field.1-2 years of experience in statistical modeling, preferably within the mortgage industry.Proficiency in Python and SQL is a must for model development and empirical analysis.Experience with object-oriented languages is a must; experience with C++ is preferred as our models are implemented in C++.Strong analytical and problem-solving skills with attention to detail.Strong communication skills , both written and verbal,

and the ability to work on multiple tasks and projects simultaneously.Ability to work independently and as part of a collaborative team.Experience with machine learning techniques and data science tools.Familiarity with mortgage data.What We Offer:Competitive salary and benefits package.Opportunities for professional growth and development.A dynamic and inclusive work environment.

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