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6 Sep 2021

Full-Time Data Scientist (Remote)

Black Knight Financial Services – Posted by BKInc2018 Irvine, California, United States

Job Description

Black Knight is the premier provider of integrated technology, services, data and analytics that lenders and servicers look to first to help successfully manage the entire loan life cycle. Our deep understanding of regulatory and compliance issues complements the knowledge, technology and solutions we offer to help our clients achieve their business goals. Black Knight offers leading software systems; data and analytics offerings; and information solutions that facilitate and automate many of the business processes across the mortgage life cycle.

JOB FAMILY DESCRIPTION

Working on the modeling and research team for Black Knight’s AFT Prepayment and Default Model product. Develops mathematical formulas and computer programs to create complex models of market trends and risks. Uses financial theory as well as past trends to develop predictive modeling about the future behavior of a market.

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rong>GENERAL DUTIES & RESPONSIBILITIES
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    • Responsible for designing, developing, analyzing, testing, and calibrating mortgage prepayment models
    • Develop model validation and surveillance process, and model performance evaluation metrics
    • Leverages extensive, deep technical knowledge and leadership skills to drive the development of data science solutions and implements data-driven recommendations and outcomes.
    • Researches and leverages state-of-the-art modeling techniques including machine learning, behavior modeling, and statistical modeling; leads or participates
      in modeling innovation.
    • Maintains a high level of competency in statistical and analytical principles, tools and techniques, and supports the advancement of the “best-in-class” analytical capabilities to unlock new capabilities and performance, and quickly adapts to modern modeling techniques.
    • Presents the results of mathematical modeling and data analysis to management, internal and external clients.
    • Works closely with Research and Development on the application and product development of financial tools. Provides consulting and analysis to clients using these models/tools.
    • Perform ad hoc analyses as needed and assist managers of specific product lines with analytical, valuation, or pricing projects.

EDUCATIONAL GUIDELINES

Bachelor’s degree in Mathematics, Finance or the equivalent combination of education, training, or work experience. PhD in Statistics, Ma
th, Finance, Engineering, Economics, or related quantitative field preferred.

GENERAL KNOWLEDGE, SKILLS & ABILITIES

    • Extensive knowledge of financial theory and the behavior of various financial markets
    • Experience in the financial service industry and modeling, or related field is preferred
    • Experience in Python, SAS, SQL, UNIX, database, scripting, Matlab/R.
    • Knowledge of machine learning highly preferred
    • Experience in prepayment modeling is preferred
    • Understanding of the Real Estate and Mortgage industries
    • General understanding of mortgage, MLS and public records data is a plus
    • Strong analytical skills with the ability to apply to practical applications
    • Ability to solve complex technical problems, assimilate information rapidly and work under time constraints
    • Team player with the w
      illingness to collaborate with other technical and non-technical partners
    • Excellent oral, presentation and written communication skills

Financial Engineering Consultant

Intermediate professional level role. Works with financial models of increasing complexity using advanced mathematical, analytical or econometric tools. Defines and discerns key aspects of problems that require intricate analysis and research, and develops complex solutions within a broad technical and business context. Works on small to large, complex projects that require increased skill in multiple technical environments. Works on multiple projects as a project team member or sometimes as a project lead. May coach more junior technical staff. Typically requires five (5) or more years of related work experience in developing mathematical formulas, financial models and computer programs to create complex models of market trends and risks.

Black Knight is an Equal Opportunity/Affirmative Action employer. All qualified applicants will receive consideration for employment without regard to race,
color, religion, gender, gender identity or expression, sexual orientation, national origin, disability, age, and protected veteran or military family status. Our employees’ diversity is our strength, and when we embrace our differences, it makes us better and brighter. Black Knight’s commitment to inclusion is at the core of who we are, and motivates us in how we do business each and every day.

How to Apply

https://www.aplitrak.com/?adid=bWdvdWxldHRlLjg2NzM0LjEwNTk0QGJsYWNra25pZ2h0ZmluLmFwbGl0cmFrLmNvbQ

Job Types: Full-Time.

Job expires in 35 days.

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