VP, Structured Pricing

  • 36636
  • Non-Life - Actuarial
  • |
  • North Carolina, United States
  • |
  • Jan 17, 2020
  • Work collaboratively across various business functions.
  • Learn and enhance existing pricing models and develop new models to support existing and new initiatives.
  • Deep understanding of mortgage credit risk, including prepayments and default drivers. Working knowledge of predictive mortgage loan models and demonstrated competency of working with large volumes of loan level data.
  • Establish and develop relationships with key counterparts in the investment banking, reinsurance and rating agency industries.
  • Stay current on industry pricing in the private MI, non-QM/RMBS, GSE and MI Credit Risk Transfer markets.
  • A Bachelor’s Degree or higher in Finance, Math, Statistics or Economics required and a minimum of 7 years of relevant experience in finance, risk management or actuarial disciplines. Mortgage insurance, corporate banking, investment banking or finance required.
  • Understanding of residential loan markets, GSE credit risk transfer programs and the reinsurance market for mortgage credit risk.
  • Understanding of mortgage credit risk, including prepayment and loan default drivers.
  • Experienced in the use of statistical modeling, credit transition models, credit-layered cash flow modeling.
  • Programing competency with SAS, R, Python, etc.
  • Strong, dynamic interpersonal skills and ability to work collaboratively with internal and external contacts.
  • Demonstrated experience successfully working in a high volume and fast-paced transaction environment.
  • Strong analytical and problem-solving skills.
  • Highly developed presentation, oral and written communication skills.
  • Ability to influence others through fact-based persuasion and presentation of thoughts and ideas to gain commitment and agreement for proposed ideas and solutions.