Data Science and ML techniques are now ubiquitous. That doesn’t mean the path from data-driven model discovery to industry adoption is straightforward. Join Jake Katz the Head of Non-Agency RMBS Research and Data Science at Yield Book, the leading mortgage analytics provider, as he discusses the insights and challenges around enhancing models all while maintaining best in class quantitative analytics for 350 institutional clients worldwide.
Jake is a residential mortgage performance modeling expert with 15 years of experience. He leads the Non-Agency RMBS research and modeling effort for Yield Book. Jake’s responsibilities include collateral performance models covering Subprime, Alt-A, Legacy Jumbo, Re-performing, CRT, MI-CRT, Jumbo near Prime, and Non-QM sectors. In addition, Jake leads data science research for securitized products. Prior to joining Yield Book, he was the Head of Analytics at Laurel Road where he directed collateral performance modeling for ABS loans and quantitative investment strategy for the firm. Jake has worked modeling and trading roles in Non-Agency RMBS and other fixed income products at AIG, Brevan Howard US Asset Management, and Lehman Brothers. Jake holds a Master’s degree in Statistics from Yale University and a BS (Hons) in Statistics from the University of Chicago.