Quantitative Analytics Senior

Employer
Freddie Mac
Location
McLean, Virginia
Salary
Competitive
Posted
May 03, 2021
Closes
May 21, 2021
Ref
JR2121
Function
Finance
Hours
Full Time
At Freddie Mac, you will do important work to build a better housing finance system and you'll be part of a team helping to make homeownership and rental housing more accessible and affordable across the nation.

Position Overview:
Freddie Mac's Investments & Capital Markets Division is currently seeking a Quantitative Analytics Senior Analyst to implement quantitative financial models and contribute to the development of a high-performance computing environment for model estimation and execution. Apply now and learn why there's #MoreAtFreddieMac!

**This position can be performed currently from a remote location in the U.S. but will require presence in a Freddie Mac office in the future.***

Our Impact:
The Modeling and Analytics group in Freddie Mac's Investments and Capital Markets division develops statistical models that are used for valuation and risk analytics purposes.
Your Impact:
The successful candidate will contribute to the implementation of quantitative financial models used for valuation and risk analytics. The successful candidate will also contribute to the development of a high-performance model execution environment.
  • Implementation of quantitative financial models in an object-oriented language such as Python, C++ or Java, for production and pre-production purposes.
  • Implementation of complex quantitative risk and valuation measures derived from the models' outputs.
  • Providing technical, analytical, and data support to model users.
  • Participate to the design and development of a high-performance model execution environment for pre-production purposes.
Qualifications:
  • Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.
  • Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include-but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.
  • Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include-but are not limited to-Python, R, SQL, Java, SAS, and MATLAB.
  • Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.
  • Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include-but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.
  • Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include-but are not limited to-Python, C++, Java, R, SQL, Java, SAS, and MATLAB.
  • Strong quantitative skills (statistics, econometrics, linear algebra).
  • Experience with Amazon Web Services (AWS) is a plus
  • Experience with NVIDIA GPU programming using CUDA is a plus
Keys to Success in this Role:
  • Understanding of, or ability to learn complex statistical models.
  • Strong object-oriented programming skills.
  • Ability to complete complex projects with limited direction, independently determining and developing solutions.


Current Freddie Mac employees please apply through the internal career site.

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.

We are an equal opportunity employer and value diversity and inclusion at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, disability status or any other characteristic protected by applicable law. We will ensure that individuals with differing abilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.

Notice to External Search Firms: Freddie Mac partners with BountyJobs for contingency search business through outside firms. Resumes received outside the BountyJobs system will be considered unsolicited and Freddie Mac will not be obligated to pay a placement fee. If interested in learning more, please visit www.BountyJobs.com and register with our referral code: MAC.

Time-type:Full time

Job Category:Research & Modeling

FLSA Status:Exempt

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