| Company Information:
Heliox Capital is an investment management firm specializing in consumer credit strategies. We are engaged in the management of qualified client assets across two actively managed global platforms: hedge funds and separately managed accounts. The firm seeks to achieve superior risk-adjusted returns relative to traditional fixed income investments by focusing on strategies that offer a compelling combination of yield, credit quality and duration while minimizing volatility of returns and correlation to other asset classes.
Position Title:
Project manager - Consumer Credit Risk Analyst
Duties & Responsibilities:
Help develop a predictive default probability ensemble model for individual consumer loans. This is a project based assignment. The project deals with predicting prepayment, default and loss severity for individual consumer loans. There are three phases to the project. 1. Develop consumer credit default ensemble model I. Create, document and support Default, Prepayment and Loss Curve models to identify high-risk delinquencies: A. Models: i. PD (Probability of Default) of each individual loan ii. Utilize sophisticated consumer lending statistical techniques and risk analytics including: 1. Machine learning a. Neutral network b. Decision tree c. Discriminant analysis d. SVM e. K-nearest neighbor f. Clustering 2. Survival analysis a. Cox proportional b. Censored quantile regression 3. Multivariate logistic regression
Position Qualifications:
PHD candidate/graduate in Statistics/Mathematics. • Experience developing predictive models • Strong logistic regression • Matlab, SAS, SQL • Experience in consumer lending a plus
Salary Range:
TBD
Benefits:
Web Site:
www.helioxcapital.com
Application Address:
info@helioxcapital.com
Contact Email: info@helioxcapital.com
Application Deadline:
04/30/2013
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