Janet Jozwik a lead econometric modeler for RiskSpan directing a range of model builds and model validation efforts for clients. Janet has a background in mortgage credit modeling, loss forecasting, and data analysis.
Since joining RiskSpan, Janet has focused on loss forecasting and mortgage portfolio analytics for a key client as well as building a credit model using GSE loan-level data.
Prior to joining RiskSpan, Janet was a financial economist at Fannie Mae where she specialized in single family credit pricing. Her work directly impacted the national guarantee fee pricing scheme and government programs to support the housing market during and after the financial crisis. Janet has extensive experience in analyzing massive datasets, a deep understanding of the drivers of credit risk, and an expertise in modeling mortgage cash flows.
Janet holds an MBA from the University Of Chicago Booth School Of Business and a BA in Economics from Johns Hopkins University.