Qantitative Analytics Senior

Freddie Mac
McLean, VA
Apr 16, 2019
May 16, 2019
Full Time
Freddie Mac's Investments & Capital Markets Division is currently seeking a Quantitative Analytics Senior who will be responsible for the development and execution of quantitative/analytic models and applications in support of business and risk decisions.

Your Work Falls into These Primary Categories:

Development of Quantitative Models
* Develop quantitative models for interest rates, derivative valuation, counterparty risk calculation, and valuation components related to mortgage products. Implement the models in C++, Matlab, Java, or Python.
* Provide resolutions to complicated business problems; implement and validate business strategies.

Model Monitoring and Documentation
* Design model monitoring plan and write detail model documents according to the model risk standard.
* Review vender models and write technical documents for these models.

Model Use Support
* Monitor the model use and performance, create reports for business lines, and support the business users on the model analytics.


* Doctorate degree (or Master's degree with equivalent work experience) in economics, statistics or a related quantitative field.
* Coursework or work experience applying techniques from finance, statistics, mathematics, and data science to quantitative modeling of problems in the financial industry. Qualifying coursework may include, but is not limited to, statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, derivatives, and Monte Carlo methods.
* Coursework or work experience developing models and algorithms using computer languages including, but are not limited to, C++, Matlab, Python, and Java.

Key to Success in this Role
* Self-motivated and desire to own a project. Ability to multi-task and work efficiently under tight deadlines.
* Ability to understand and translate complex business requirements to define relevant analytics problems and translate the solution back into business terms.
* Good oral and written communications skills.

Top Competencies
* Partnership - Build trust and strong partnerships with model review and audit teams.
* Drive for Execution - Treat obstacles as challenges to overcome, not excuses.
* Customer Focus - Deliver prompt and high-quality customer service.

Preferred Skills

* Exceptional quantitative, empirical analysis, and research skills
* Good communication, interpersonal, and leadership skills
* Asset-liability management (ALM) experience
* Interest rate curve construction and derivative valuation
* Experience with valuation and risk analytics of fixed-income products
* Familiar with regression models, stochastic process modeling, and Monte-Carlo simulation
* Experience working on counterparty risk management

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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