Reston, Virginia
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Today
Greetings, Role: Data/Modeling Engineer Location: Reston, VA or Plano, TX (hybrid Onsite) Duration: 12 + months Interview mode: Video and F2F interview Description: Strong Modeling Knowledge Hands on Exp with Potential Future Exposure (PFE) methodologies for counterparty credit risk. Understanding of interest rate modeling using time series techniques. Basic understanding of derivative pricing and exposure dynamics. Exposure to macro risk factor models relevant to mortgage portfolios. Soft
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