Project Manager - Senior Quantitative Modeler

NuvoLogic Consulting is seeking a Project Manager who is also a strong Senior Quantitative Modeler with experience in financial modeling, financial analysis and econometrics background to support our public sector clients. The qualified individual will utilize their knowledge of and experience with financial and predictive models to support the validation of financial models to support clients attaining a clean audit opinion. Individual will have a strong understanding and hands-on experience with financial analysis, financial modeling, economic modeling, and model validation. Individual will have the ability to analyze and interpret complex statistical and financial data using various program languages and various quantitative, econometric and statistical techniques.

The Individual will be the Project Manager to ensure project objectives and deliverables are met.

Responsibilities and Duties:

• Manage team of consultants, ensure quality of deliverables, manage budget and schedule of project
• Be the primary client point of contact
• Develop and maintain financial models and analytical tool(s) used for portfolio management, valuation, financial reporting, and strategic decision-making.
• Prepare data and model inputs, formulate model assumptions, develop model framework, methodologies
• Ensure internal controls and models are in compliance with governance policies and procedures.
• Ensure models developed are reliable, stable, and accurate using both quantitative (statistical) and qualitative techniques, such as sensitivity analysis, back-testing and benchmarking model performance using programming languages, such as SAS, R, and Python, and VBA. Provide insight regarding model performance and soundness of results.
• Evaluate statistical significance of relevant economic variables used in models. Evaluate and recommend inclusion of alternate economic variables and ways to improve model coefficients.
• Gather data from source systems and perform data analytics and cleansing to prepare the data for model execution.
• Support budget calculations of Multifamily portfolio credit subsidy rates and re-estimates
• Collaborate with all model and client stakeholders.
• Research, recommend, and present model enhancements, applying industry best practices and techniques.
• Document model results and analytics. Produce high-quality, well-written model reports.
• Perform impact analyses of program and/or policy changes.
• Perform ad hoc analyses and develop impactful reports using various software tools and programming languages.
• Responsible for overseeing tasks, ad hoc requests, quality of deliverables, meeting deliverable schedules, and representing the team in client meetings. Consultant will manage team of consultants. (PM only)
• Develop model governance frameworks and ensure compliance with model governance policies and procedures, as needed.
• Support internal and external audits, and requests from OMB, GAO and regulators, as needed.

Requirements

• Masters in Business, Economics, Finance, Quantitative Finance, Mathematics, or other applicable quantitative or technical field or the equivalent combination of training, education, and experience.
• PMP Certified
• CFA is a plus
• At least 7 years of relevant experience.
• At least 5 years of management experience.
• Intermediate to advanced proficiency with SAS, VBA, and Excel while managing large data. Proficiencies in R, Python, and other programming languages/analytical tools is a plus.
• Public sector and/or financial services experience required in mortgage finance and housing.

Required Skills

• Proven experience as a Project Manager or team lead over similar work
• Experience with mortgage finance and loan portfolios
• Experience with Credit Reform, credit subsidy rates and re-estimate calculations
• Knowledge of loss reserve, loss allowance, credit subsidy modeling and forecasting
• Strong research, analytical, and problem-solving skills
• Strong verbal and written communication skills
• Ability to analyze and interpret complex statistical and financial data using SAS, and various program languages.
• Ability to communicate complex, technical concepts to both technical and non-technical audiences verbally and in written form.

U.S. citizenship required.

Benefits

• Health Care Plan (Medical, Dental & Vision)
• Life Insurance (Basic, Voluntary & AD&D)
• Retirement Plan (401k, IRA)
• Paid Time Off (Vacation, Sick & Public Holidays)
• Short Term & Long Term Disability
• Work From Home