Senior Mortgage Credit Modeler
RiskSpanVirginia, United States
Posted September 17, 2025
Full Time
About the Company
RiskSpan is a leading provider of risk management solutions for mortgage loans and structured products. Their Edge Platform leverages advanced cloud, machine learning, and AI technologies to offer comprehensive data analytics, predictive modeling, and custom solution development. RiskSpan's industry-leading consultants automate workflows, optimize model builds, and enhance data visualization for financial institutions seeking to mitigate risks and improve operational efficiency.
Job Description
RiskSpan is seeking a Senior Mortgage Credit Modeler to design and implement advanced statistical and econometric models for loan-level performance. The role involves developing risk models, conducting back-testing, and partnering with structured finance teams. This position requires strong quantitative skills and hands-on experience with coding and econometric techniques.
Requirements
- Develop and enhance loan-level mortgage credit risk models (transition matrices, hazard models, competing risks, survival analysis).
- Implement econometric and machine learning approaches for prepayment, default, and severity modeling.
- Analyze large-scale loan-level datasets (e.g., GSE loan-level, CoreLogic, Intex, private-label RMBS).
- Build and document models in Python/R/C++, ensuring reproducibility and version control.
- Partner with structured finance and risk teams to integrate models into pricing and stress testing frameworks.
