The Oakleaf Group is a mortgage and financial services consulting firm with expertise in risk management and financial modeling for the mortgage and banking industries. Our clients are banks and non-bank mortgage firms, government agencies, law firms, insurance companies, institutional asset managers, and hedge funds.
We differentiate ourselves through our approach to the relationships with our clients. We begin with the belief that each client relationship will be ongoing, spanning multiple projects/engagements. We invest in communication and research to ensure that we fully understand the drivers of every client’s short- and long-term success. We align our goals with those of our clients, and we continuously monitor and adjust to ensure that the relationship stays strong.
The Financial Quantitative Engineer will be responsible for conducting theoretical and empirical research using public and proprietary data in various areas of mortgage finance. This role involves applying advanced mathematical, statistical, and econometric techniques to provide innovative solutions that support business strategies and initiatives.
Responsibilities:
- Learn and apply proprietary forecasting and pricing models built in Java, Python, and R, analyzing the results to derive insights.
- Review loan-level results from third-party forecasting applications, utilizing tools like Excel Pivot Tables, R, and Python for data analysis.
- Assess upstream data inputs, including loan data flows and transformations, to understand how changes affect credit forecasts.
- Conduct quantitative analysis on loan terms, products, and securitizations, forecasting metrics such as NOI, Cap Rates, Interest Rates, and Property Prices.
- Run deterministic "what-if" scenarios using proprietary tools to assess the impact on the loan book, synthesizing the results and documenting methodologies in brief reports using Monte Carlo and other simulation techniques.
- Modify and extend in-house models or develop new models from scratch through code changes.
- Model loan securitizations and cash flows in Python and R, performing discounted cash flow (NPV) analysis on forecasted loan structures.
- Evaluate, communicate, and document modeling assumptions, output transformations, and other components that influence analysis results.
- Collaborate with a team to develop, validate, and document proprietary valuation models and property price indexes, working with stakeholders across business, finance, risk, and economics to discuss options and determine the best approach.
Qualifications:
- MBA with quantitative analytics experience, or Master’s in Financial Engineering or Quantitative Analytics, or Ph.D. in Finance or Economics
- 2 years+ of experience developing and running financial models or analyzing large datasets (10mm+ observations) written in Python/Java/R. AWS experience preferred
- 2 years+ of experience communicating complex financial results to management with presentations or memos.
- Knowledge of SQL
- 2 years+ of experience developing and executing cashflow models/valuation/loss forecasting for loans or securitizations (such as CMBS, CRT)
- Experience with Econometrics, Statistics, Probability, Corporate Finance, Valuation, Bond Mathematics, Financial Analysis
- This is a remote position requiring the ability to work effectively in a home office environment with moderate noise levels.
Pay Range
$80—$90 USD
Compensation & Benefits
The Oakleaf Group offers a competitive compensation based on the candidate’s skills and experience. Oakleaf offers healthcare benefits to include health, dental, and vision plans as well as other benefits in accordance with applicable Federal or State law.
Equal Employment Opportunity
The Oakleaf Group is an equal opportunity employer committed to hiring a diverse workforce and sustaining an inclusive culture. The Oakleaf Group does not discriminate on the basis of race, ethnicity, religion, sex, color, national origin, age, sexual orientation, gender identify or expression, mental or physical disability, genetic information, veteran status or any other basis prohibited by applicable law.
Accommodations
Oakleaf is committed to providing equal employment opportunity to all job seekers. Reasonable accommodations for job seekers with disabilities will be provided. Individuals with a disability that are unable to use our online tools to search and/or apply for jobs should email [email protected], include "Applicant Accommodation" in the subject line of the email, and specify the assistance needed in the body of the email. Please note that this mailbox is reserved for job seekers who need to request an accommodation to apply for a job. Emails, for any other reason, will not receive a response.
Top Skills
What We Do
The Oakleaf Group is an advisory firm with expertise in risk analytics and financial modeling for the mortgage and financial services industries. We work to tailor solutions to match the needs of our clients and industry standards, combining customer knowledge with domain expertise and operational flexibility. Our culture of client-focus and responsiveness, coupled with continual process improvement and quality, position us to deliver innovative solutions.
