[R-jobs] Financial Modeling Position

[Kyle G. Lundstedt, Ph.D.]

Andrew Davidson & Co., Inc. (ADCo) is looking for a talented modeler  
with a strong background in finance, statistics, or econometrics to  
join its team of financial engineers in the San Francisco Bay Area.   
The position involves applying the R language to mortgage data in  
support of ADCo's prepayment and default modeling businesses.

In particular, the role would entail estimation of discrete hazard  
models (logistic regression on time series-cross section data, or  
Markov transition models) of prepayment, delinquency, and default  
based upon large datasets (~100 million records) of monthly mortgage  
payment histories.

The ideal candidate will have the following qualifications:

- an MBA, MFE, or MS in statistics, economics, or finance, or a Ph.D.  
in those disciplines;
- significant expertise in the statistical language R or S-Plus (also  
knowing SAS is a plus);
- experience working in financial services, particularly in the  
mortgage or investment banking sectors;
- some background programming in Java, C++, SQL Server, or Sybase IQ,  
and producing documentation in LaTeX.

ADCo (http://www.ad-co.com) is a leading provider of risk analytics  
and consulting services with offices in New York, Seattle, and San  
Francisco.  For further information, please send a resume to the  
email below.
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Kyle G. Lundstedt
Andrew Davidson & Co., Inc.
kyle  at  ad-co.com