JOE Listings (Job Openings for Economists)

August 1, 2017 - January 31, 2018

Essent Guaranty, Inc.

This listing is inactive.
Risk Management
Modeling & Analytics
Director of Statistical Modeling

JOE ID Number: 2017-02_111459186
Date Posted: 10/24/2017
Date Inactive: 01/31/2018
Position Title/Short Description
Title: Director of Statistical Modeling
Section: Full-Time Nonacademic
Location: Radnor, Pennsylvania, UNITED STATES
JEL Classifications:
G2 -- Financial Institutions and Services
G -- Financial Economics
Keywords:
Mortgage Finance
Full Text of JOE Listing:

Essent Guaranty’s Modeling & Analytics Group is seeking a talented PhD to develop and deploy behavioral, economic, and financial models and applications in support of mortgage risk management.

The position is responsible for designing, estimating, implementing, and documenting default, prepayment, loss severity, home price, and cash flow models for assessing direct and structured mortgage risk exposures and transactions. Successful candidates will possess expertise in real estate and the US mortgage industry and possess deep familiarity with mortgage default and prepayment modeling, and the ability to create and deliver business-oriented communications for internal and external constituencies both technical and non-technical. Candidates should be on track to a Ph.D. in finance, economics, statistics, or other quantitative discipline and demonstrate knowledge of financial and behavioral modeling. Strong programming skills in SAS required; expertise in MATLAB preferred. Please contact hiring manager Andrew Widman at andrew.widman@essent.us.

About Essent:
Essent Guaranty, Inc. (NYSE: ESNT) is a private mortgage insurer, approved by Fannie Mae and Freddie Mac and licensed nationwide. We offer private mortgage insurance, also known as mortgage guaranty insurance, MI or private MI, for single-family mortgages in the United States, providing private capital to mitigate mortgage credit risk for lenders and investors.

Application Requirements:
  • CV
  • Application Deadline Has Passed