Quantitative Researcher Intern

Job Description

VWH is seeking to hire a Quantitative Research Intern to work with the firm’s analytics and investment team. This role will work closely with key stakeholders and contribute to the continued growth and success of VWH’s 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.