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11 Jul 2018

Full-Time Director Quantitative Modeling & Research

Black Knight Financial Services – Posted by BKInc2018 San Francisco, 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.

Responsible for building predictive models, indexes and scores as well as he creation of financial products supporting BKI mortgage and secondary markets clients. Develops quantitative models, mathematical formulas, and computer programs to create complex models predicting market trends and risks. Uses financial theory, modeling and development be st practices, as well as past trends to develop predictive modeling about the future behavior of a market, loan or portfolio.

Note: Preferred location is San Francisco, CA; however, remote eligibility can be considered.

* Responsible for developing, analyzing, testing, and calibrating models, tools and products.
* Responsible for Research and Development, product development of models, indexes and scores. Provides consulting and analysis to clients using these tools.
* Responsible for aligning model and research development with stated strategic and tactical business objectives
* Demonstrates financial models to customers and clients to convince them to invest or buy their product or services.
* Assess the computing needs and system requirements by consulting with users, management, technicians, and vendors.
* Use one or more analytical tools from a suite of mathematical/application tools to perform appropriate analysis on specified product, transaction, market activity, or investment vehicle that has multiple variables affecting potential outcomes.
* Report in quantitative manner on parameters of proposed purchase, sale, marketing action, structure of transaction or market activity, or risk factors and the degree to which they could affect outcomes.
* Perform ad hoc analyses as needed and assist managers of specific product lines with analytical, valuation, or pricing projects.
* Collaborate with teams planning or structuring transactions to assist in credit analysis and pricing.
* Propose new risk indicators for management approval and implementation.
* Assist with consulting with the business owners, designing and implementing an interface to record key indicators, research industry best practices of analyzing and reporting key performance indicators.
* Design test cases and test applications for systems used for a variety of analytical, pricing, risk management or credit pricing to ensure the business needs are met and analytics are correctly implemented.
* Responsible for quantitative documentation for both technical and non-technical audiences
* Publishes research, engages in peer review, presents at conferences
* Performs other duties as assigned.

Bachelor’s degree in Mathematics, Finance or the equivalent combination of education, training, or work experience. PhD is preferred for senior level roles.

* Extensive knowledge of financial theory and the behavior of various financial markets
* Expertise in SQL UNIX, database, scripting, Matlab/R; C++ preferred
* Experience with major risk vendor products
* Ability to translate business needs into technical solutions
* 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 willingness to collaborate with other technical and non-technical partners
* Client focused approach with strong interpersonal skills
* Experience with extract, transform and load tools
* Experiences with business intelligence tools and reporting software
* Excellent oral, presentation and written communication skills
* Excellent interpersonal and problem solving ability
* Effective organizational and negotiation skills
* Ability to successfully network with other departments where necessary

Expert professional and leadership level role. Works with financial models of high complexity using advanced mathematical, analytical or econometric tools. Defines and discerns key aspects of problems that require intricate analysis and research, and develops highly complex solutions within a broad technical and business context. Responsible for aligning team projects and activities to meet key strategic revenue and development objectives set by the business unit. Works on varied, complex projects that require in-depth skill in multiple technical environments and deep market knowledge. Works on multiple concurrent projects as a project team lead or as a project team member. Responsible for staff and accountable for staff productivity. Coaches and/or mentors cross functional staff. Uses and has knowledge of a suite of mathematical/analytical tools to perform appropriate analysis. Typically requires ten (10) or more years of related work experience with mathematical formulas, financial models and computer programs used to create and/or analyze complex models of market trends and risks. PhD and/or related professional certifications are preferred for this role.

Black Knight is an AA/Equal Opportunity Employer


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Job Types: Full-Time.

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