Essent Guaranty, Inc.

Position Title/Short Description

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 statistical/econometric modeling and the ability to create and deliver business-oriented communications for internal and external constituencies both technical and non-technical. An understanding of real estate and the US mortgage industry and familiarity with mortgage default and prepayment modeling is preferred. Candidates should be on track to a PhD in finance, economics, statistics, or other quantitative discipline and demonstrate knowledge of financial and behavioral modeling. Strong programming skills in languages for data manipulation and statistical analysis required (Python, R, SQL, MATLAB, SAS). Please contact hiring manager Andrew Widman at andrew.widman@essent.us.

Essent Guaranty (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 MI or PMI, for single-family mortgages in the United States, providing capital to mitigate mortgage risk for lenders and investors.