Bayview Asset Management, LLC seeks an AVP, Research for New York, NY location.DUTIES:•Study prepayment, default, severity, or home prices, focusing on Agency (Fannie, Freddie, FHA, VA) and Non-Agency Mortgages and implement results into appropriate pricing models•Develop insight into borrower, servicer and lender behavior and analyze trends and changes.•Build predictive models using SAS and Python to predict future mortgage prepayments, defaults, and severity or home prices.•Develop quality C++ code to implement the predictive models•Serve as project lead for data analysis or modeling projects.•Present research findings to the investment and or operational teams•Developing cross-asset portfolio reporting, surveillance and pricing analytics for agency and non-agency RMBS, Scratch and Dent, Reperforming and Non-performing Residential Whole Loans, agency and non-agency Residential Whole Loans, and MSRs•Deep data mining, including any combination of each: data cleaning, clustering and classification, pattern recognition, time series analysis, multivariate regression, and summarization with industry data from Loan Performance, eMBS, McDash, Intex, Moody’s, and TransUnion•Supervise and manage direct reports.REQUIREMENTS: Bachelor’s degree or foreign equivalent in Mathematics, Analytics, Finance, or related quantitative field plus four (4) years of experience as a Mortgage Research Associate or Mortgage Research Analyst, or similar position, in a structured products hedge fund or investment bank, and specifically with each of the following:•Analyzing loan-level mortgage performance data•Implementing models•Survival analysis statistics•SAS or other statistical software•SQL•Loan performance•McDash•Excel•Visual Basic•Programming experience and C++•Intex, R, Cas, Python•Modeling experience of mortgage prepayments, defaults, severity, or home prices•Experience with mortgage origination processes and capital market activities, specifically non-agency marketDomestic travel required less than 10% of time.Please apply at https://careers.bayview.com/bam using REQ ID 2024-6634 or send resume to Attn: Krystal Cepero, Senior Manager HRBP, at visaprogram@bayview.com or 4425 Ponce de Leon Blvd., 4th Floor, Coral Gables, FL 33146. EEO/AA employer. No calls. Bayview Asset Management, LLC is an EEO/AA employer.

Minimum Salary: 115000 Maximum Salary: 135000 Salary Unit: Yearly