Run discounted cash flow model using SAS and compute NPV, IRR at account level. Run Optimization Models using the NPV to determine optimal portfolio mix. Simulation and Sensitivity Analysis. Knowledge of deal level pricing. Portfolio valuation using SAS. Develop prepayment speed and life time loss for different cohorts, Knowledge to configure SAS Risk Dimension is a plus. SAS programming skills are essential. Expected to understand various models used as an input. Model development skill is not ...
