Quantitative Analyst

Hudson Placement Group
Washington, DC
Sep 15, 2019
Sep 17, 2019
Full Time
This company provides reliable, large-scale access to affordable mortgage credit in communities across our nation. They are the leading source of funding for housing in America, which means more people can buy or rent a home. They are focused on sustaining the housing recovery, improving our company, and leading change to make housing better. Join our diverse, high-performing team and make a difference as we work together to enable access to a good home. JOB INFORMATION Use advanced computational, mathematical, statistical, or data analysis tools to apply financial or economic theory in creating, implementing or testing modeling and analytical software systems for use in product development, pricing, portfolio management, forecasting, risk management and other business applications. KEY JOB FUNCTIONS Under general direction of supervisor, develop and implement all components of financial models, cash flow simulations, P&L and risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management. Translate complex mathematical, business, and financial modeling logic into software code, with minimal supervision. Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements. Design and execute modeling application systems via distributed computing both on premise and on external cloud. Assess model implementation quality and production control risk, with minimal supervision. Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use. Evaluate system requirements for model and analytical applications such as computing power, storage, network, and security, and recommend technology platforms and architecture designs for model applications to ensure robust and scalable execution. Monitor emerging technologies and industry best practices of model and analytical system implementation. Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing. Work and collaborate effectively, as part of a team and across organizational lines. Provide technical guidance or coaching to more junior staff. Qualifications: EDUCATION Bachelor's Degree or equivalent required MINIMUM EXPERIENCE 4+ years of related experience SPECIALIZED KNOWLEDGE & SKILLS Model or analytics software development experiences with programming languages such as Java, C++, SAS, Python, R, Excel etc. and data query, processing and visualization tools including SQL queries. Experiences with system development life cycle (SDLC) processes including requirements, design, testing, and production controls. Demonstrated project management skills and good technical writing skills (eg, technical report, memo etc.) Strong preference of experience in the financial industry. Risk management mindset with ability to work with various partners while providing independent testing and effective risk oversight to model application implementation activities. Experiences with Machine Learning (ML) algorithms/techniques, Data Science tools, and Big Data production platform Experiences with Cloud-based computing platform (eg AWS) and software services (eg Salesforce) Exposure to model validation activities, processes, and procedures Familiar with Agile SDLC method.