Quantitative Researcher Intern

VWH is seeking to hire a Quantitative Research Intern to work with the firms analytics and investment team. This role will work closely with key stakeholders and contribute to the continued growth and success of VWHs residential mortgage and securities business as well as new opportunities and strategies. Ultimately a successful candidate will be considered for full-time employment upon completion of their internship and degree.

Responsibilities
Conduct empirical analysis on residential mortgage performance including prepayment default loss severity and transition matrix based on large scale of loan level data
Develop a full spectrum of statistical models including prepayment default loss severity and multi-step transition models to analyze loan performance
Conduct full-scale backtests including in-sample and out-of-sample tests for models developed
Coordinate with the analytics team to implement statistical models and apply to investment decision making
Assist in exploring models for new investment products
Communicate to senior management on model attributes performance forecasts and risk/valuation implications
Other duties as assigned.

Qualifications :

Holding or working toward a PhD in Statistics Economics Finance or other related quantitative fields
Proficiency in statistical and econometric modeling such as survival analysis time series models logistic regression multinomial logistic regression Monte Carlo simulation as well as machine learning
Hands on experience in working with large scale data sets
Familiarity with financial mathematics knowledge of mortgage analytics is a plus
Proficiency in R/Python/Java or other statistical software packages.
Ability to manage multiple tasks and deliver high quality work in a dynamic environment
Ability to work in Uptown Dallas office
US work authorization is required. The firm will sponsor H1B for full-time employees.
 

Additional Information :

VWH offers competitive compensation during the internship program.

VWH Capital Management LP is an equal opportunity employer. Qualified applicants will receive consideration without regard to their race color religion sex sexual orientation gender identity national origin disability status as a protected veteran or any other characteristic prohibited by applicable law.

Remote Work :

No

Employment Type :

Full-time