Quantitative Analytics Manager

Freddie Mac
McLean, VA
Mar 19, 2019
Mar 19, 2019
Full Time
Freddie Mac's Investments & Capital Markets Division is seeking a Quantitative Analytics Manager to join the Models & Analytics group to design data framework to centralize data and ensure data integrity, and build processes for efficient and consistent uses of data. The team consume economic and mortgage data for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products.

Your Work Falls Into Four Primary Categories:

Data framework
* Work with IT and data engineers to design data infrastructure for hosting large mortgage data and enabling efficient data aggregation and cohorting as required by business applications
* Formulate business requirements on data needs and evaluate alternative data strategies

Data Integrity
* Develop methods on data validation tests and handling data anomalies
* Design processes to ensure proper data access and subject to compliance requirements

Data management and reporting
* Design business processes for standardizing data from different sources and consistent data transformation
* Automate data documentation to meet business needs and satisfy model governance standards and regulatory requirements

Business support
* Work with modelers and business analysts on conducting quantitative analysis and model development
* Develop dashboards to spot market trends and monitor model performance


* Advanced degree in a quantitative field such as Computer Science, Economics, Finance, Statistics or a directly related quantitative field with at least 6 years of related post-graduate work experience in mortgage valuation and statistical modeling
* Demonstrated knowledge of mortgage data and valuation tools
* Experience with SQL and working with relational databases
* Experience with cloud computing such as AWS and distributed data storage and computing such as Spark and Hadoop
* Programming skills in one or more of SAS, R, Python or related languages
* Experience with business intelligence tools such as Tableau

Key to Success in this role
* Strong knowledge of mortgage data and data management and reporting tools
* Strong programming skills and knowledge in big data analytics such as Spark, Hadoop, and AWS cloud computing
* Excellent communication skills to effectively engage business analysts, modelers, and IT team

Top 3 Personal Competencies to possess

* Drive for Execution - Execute effectively with a clear direction and objective, good ownership
* Partnership - Build trust and strong partnerships within the team; good team player
* Leadership - Set and execute upon a clear vision and goals; good communication, interpersonal, and leadership skills

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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