Financial Engineering Senior

Employer
Freddie Mac
Location
McLean, VA
Salary
Competitive
Posted
Sep 10, 2019
Closes
Oct 10, 2019
Ref
12452BR
Function
Audit and Tax
Hours
Full Time
Are you looking for development beyond the ordinary? A place full of interesting challenges and the engineers up to solving them? Then welcome to Financial Engineering. This is the place where the models become software, where many of the numbers that drive our business decisions are produced.

Freddie Mac's Investments & Capital Markets Division is currently seeking a Machine Learning Engineer to develop production systems that involve data science, data engineering and machine learning. The selected candidate will partner with data scientists to develop high throughput systems to make models, data, and analytics available for business use.

The ideal candidate will have a creative but analytical mindset and be passionate about software engineering. The selected candidate will combine strong software development, quantitative analysis, and collaboration skills to help build high-performance, scalable and fault tolerant solutions.

Your Work Falls into Three Primary Categories:

Building Production Systems
  • Design, develop and support production systems, which typically contain a models developed by a team of data scientists. Our existing systems are written in Python, however, we choose the right technologies for each system, so candidates need to be able to quickly learn new languages and libraries.
  • Design and develop new code, implement automated testing to ensure standard technology development practices are met
  • Support Data Scientists
  • Work side-by-side with data science and machine learning experts to solve their technical challenges, for example:
  • Implement new machine learning techniques that are not provided by an existing library
  • Optimize code written by data scientists to reduce runtime and memory usage

Teamwork
  • Peer review code and automated tests, help team members with design and implementation challenges
  • Clearly craft and articulate messages (both written and verbal) to a variety of audiences
  • Actively seek opportunities to continuously improve the technical quality and architecture to respond to business needs


Qualifications

Qualifications
  • At least 5 years of experience developing in Python or Java
  • BS in Computer Science or equivalent experience
  • Experience with building production web services
  • Experience working with numerical/quantitative systems, e.g., pandas, NumPy, SciPy and Apache Spark
  • Experience writing automated unit, integration, regression, performance and acceptance tests
  • Solid understanding of software design principles

Keys to Success in This Role
  • Bringing an analytical and imaginative mindset to work every day
  • Having a passion for advanced technologies
  • Being a rigorous developer
  • Learning the business as it happens.
  • An ability to work independently, communicate well, and emulate an agile mindset

Top Three Personal Competencies to Possess
  • Customer Focus - Deliver prompt and high-quality customer service
  • Partnership - Build trust and strong partnerships through self-ownership and team's actions
  • Drive for Execution -Be accountable for strong individual and team performance


Preferred Skills

Preferred Skills
  • Familiarity with linear algebra, regression analysis and machine learning techniques
  • Experience with cloud computing and storage services
  • Experience with C or C++
  • Strong quantitative skills (statistics, econometrics)


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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