Senior Analyst - ALM, Interest Rate Risk Management

Freddie Mac
McLean, VA
Mar 13, 2019
Mar 13, 2019
Audit and Tax
Full Time
Freddie Mac's Investment and Capital Markets (ICM) Division is currently seeking a Senior Analyst to support ICM's Asset-Liability Management (ALM) team. The analyst will be involved in the duration hedging activities of the ALM desk and/or investment activity on the Liquidity desk and will provide support to incumbent portfolio managers via analysis and execution of portfolio transactions.

Your Work Falls into One Primary Category:

Portfolio analysis and support:

* Run daily reports on risk positions, analytics and trades
* Provide support for trading desk through ad-hoc analysis, creating reports and trade reconciliation
* Work closely with traders across all ICM desks to understand trading activity across portfolios and anticipate and analyze potential impacts on risk position
* Assist in development of analytics to provide additional insight into the accuracy of model-based valuations and assist in the implementation of these processes
* Communicate directly with dealer community to understand and relay market color and flows to the ALM team


* Minimum 3+ years of functional and industry experience in fixed income markets
* Degree in finance, economics or other related field
* Experience with hedging of mortgage backed securities and structured products
* Sound understanding of fixed income derivatives, basis markets, and overall market structure
* Proficiency in Excel and ability to create complex spreadsheets. Basic VBA knowledge is a plus

Key to success in this role

* Ability to work effectively under tight deliverable timelines
* Ability to participate in a dynamic ,fast-paced, team-oriented environment
* Strong communication skills, both written and oral

Top 3 Personal Competencies to possess

* Drive for Execution
* Seek and Embrace Change
* Growth and Development

Preferred Skills

* Masters or CFA preferred
* Proficiency in Access and SQL

Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you'll do important work for the housing finance system and make a difference in the lives of others. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.

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