Andrew Davidson & Co., Inc. (ADCo) is looking for a talented modeler
with a strong background in finance, statistics, or econometrics to
join its team of financial engineers in the San Francisco Bay Area.
The position involves applying the R language to mortgage data in
support of ADCo's prepayment and default modeling businesses.
In particular, the role would entail estimation of discrete hazard
models (logistic regression on time series-cross section data, or
Markov transition models) of prepayment, delinquency, and default
based upon large datasets (~100 million records) of monthly mortgage
payment histories.
The ideal candidate will have the following qualifications:
- an MBA, MFE, or MS in statistics, economics, or finance, or a Ph.D.
in those disciplines;
- significant expertise in the statistical language R or S-Plus (also
knowing SAS is a plus);
- experience working in financial services, particularly in the
mortgage or investment banking sectors;
- some background programming in Java, C++, SQL Server, or Sybase IQ,
and producing documentation in LaTeX.
ADCo (http://www.ad-co.com) is a leading provider of risk analytics
and consulting services with offices in New York, Seattle, and San
Francisco. For further information, please send a resume to the
email below.
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Kyle G. Lundstedt
Andrew Davidson & Co., Inc.
kyle at ad-co.com
