Selby Jennings
Quantitative Data Scientist - Mortgages (VP) (New York)
Selby Jennings, New York, New York, United States, 10261
Job Title: Vice President - Mortgages Data Scientist
Location:
New York, NY Group:
Quantitative Strategies Role Overview We are seeking a Vice President - Data Scientist with expertise in mortgage analytics to join a leading quantitative team. This role focuses on applying advanced AI/ML techniques to mortgage modeling and predictive analytics, driving innovation that informs trading strategies and risk management. You'll work on complex, real-world challenges where your contributions have a direct impact on market performance and client outcomes. Key Responsibilities Develop and deploy AI/ML models for mortgage prepayment and default forecasting to enhance decision-making. Partner with trading, research, technology, and risk teams to deliver data-driven solutions. Explore and integrate new datasets, alternative data sources, and cutting-edge modeling approaches to improve accuracy and insight. Maintain rigorous model governance and performance monitoring aligned with industry best practices. Provide thought leadership in data science and mortgage analytics, mentoring junior team members and promoting best practices. Required Qualifications Advanced degree (Master's or Ph.D.) in Computer Science, Statistics, Applied Mathematics, or a related quantitative discipline. Demonstrated experience implementing AI/ML solutions in financial modeling, preferably within mortgages or structured products. Strong programming proficiency in Python. Solid understanding of fixed-income instruments and structured finance concepts. Ability to manage large, complex datasets and apply advanced techniques for time-series forecasting and predictive modeling.
New York, NY Group:
Quantitative Strategies Role Overview We are seeking a Vice President - Data Scientist with expertise in mortgage analytics to join a leading quantitative team. This role focuses on applying advanced AI/ML techniques to mortgage modeling and predictive analytics, driving innovation that informs trading strategies and risk management. You'll work on complex, real-world challenges where your contributions have a direct impact on market performance and client outcomes. Key Responsibilities Develop and deploy AI/ML models for mortgage prepayment and default forecasting to enhance decision-making. Partner with trading, research, technology, and risk teams to deliver data-driven solutions. Explore and integrate new datasets, alternative data sources, and cutting-edge modeling approaches to improve accuracy and insight. Maintain rigorous model governance and performance monitoring aligned with industry best practices. Provide thought leadership in data science and mortgage analytics, mentoring junior team members and promoting best practices. Required Qualifications Advanced degree (Master's or Ph.D.) in Computer Science, Statistics, Applied Mathematics, or a related quantitative discipline. Demonstrated experience implementing AI/ML solutions in financial modeling, preferably within mortgages or structured products. Strong programming proficiency in Python. Solid understanding of fixed-income instruments and structured finance concepts. Ability to manage large, complex datasets and apply advanced techniques for time-series forecasting and predictive modeling.