Quantitative Analytics/ Data Scientist

Dice is the leading career destination for tech experts at every stage of their careers. Our client, eSolutionsFirst, LLC, is seeking the following. Apply via Dice today! Quantitative Analytics / Data Scientist 6 Months contract – Extension long term McLean , VA – On-site M-F Interview Type:1st round In Person Must Have Qualifications: • 5+ years of experience with modelling- with at least 3 years of experience model testing and model development. • Candidate must have a quantitative degree- master’s degree required but Doctorate is preferred. • Quantitative / Statistic background • Python Job Description: Portfolio Analysis • Developing and enhancing valuation processes and risk metrics for our retained portfolio of mortgage products. • Conducting sensitivity analysis and impact assessment for model updates and changes in model inputs. Model Governance • Preparing model documentation and conducting thorough model validation tests. • Developing on-going performance monitoring and threshold methodology. Business Support: • Providing analytics support for trading and hedging activities. • Working under limited direction, independently determining and developing approach to solutions. Qualifications: • Doctorate degree plus 3 years of working experience (or Master''''''''s degree with equivalent 5 years of working experience) in statistics, data science or a related quantitative field. • 5+ years of relevant experience applying predictive modeling techniques or data analytics to large datasets is preferred. • Post-graduate work experience in mortgage valuation and statistical modeling • Programming skills in one or more of Python, R, SAS or related languages • Exceptional quantitative, empirical analysis, and research skills • Experience working with large data sets and relational database • Experience in statistical model development and implementation is preferred Keys to Success in this Role: • Exceptional quantitative, empirical analysis, and research skills • Strong knowledge of survival analysis and mortgage valuation • Strong programming skills and knowledge in big data analytics such as Apache Spark and AWS cloud computing • Top 3 Personal Competencies to Possess: • Drive for Execution – Execute effectively with a clear direction and objective, good ownership • Partnership – Build trust and strong partnerships within the team; good team player • Leadership – Set and execute upon a clear vision and goals; good communication, interpersonal, and leadership skills