Develop advanced mathematical models to assist in the market forecasting of mortgages, interest rate modeling, and calculation of prepayments, defaults and losses of mortgage-backed securities and whole loan portfolios.
This role is responsible for Counterparty Stress Testing including the development and execution of stress scenarios, analysis of stress results and processes to support corporate Enterprise Stress Testing (EST), including annual CCAR.
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$50K to $83K -New York, NY
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