Quantitative Analytics Senior - Hybrid Work Schedule

Key Skills

Apache Hadoop, C Programming, C++, Data science techniques, Java Programming, Machine learning techniques, MapReduce, Python Programming, PyTorch, R Programming, Scala Programming, SQL, TensorFlow

Job Description

Freddie Mac Multifamily (MF) is the market leader in Multifamily lending area. MF Modeling and Research Quantitative Analyst will perform model developments and provide quantitative analytical support to multifamily business. We're looking for someone who is analytical, willing to take new challenges with great attitude and has strong quantitative problem-solving skills. Apply now and learn why there’s #MoreAtFreddieMac!

**This is a hybrid position requiring 2 days in the McLean, VA office and 3 days remote**

Our Impact:

• Lead quantitative research, data science and modeling projects related to multifamily credit risk, market risk, economic capital, and valuation analytics
• Drive analytical innovations to improve multifamily business effectiveness, operation optimization, and risk management
• Thought leaders in Multifamily market and affordable housing research
• Play a critical role in model risk governance and regulatory compliances

Your Impact:

• Lead or coordinate empirical research and develop methodologies for credit and market risk analytics for Multifamily portfolio and securities
• Improve Multifamily economic capital framework and provide analytical support to Freddie Mac regulatory capital reporting
• Demonstrate quantitative abilities – both data science and financial/statistical modeling – to provide analytical support to various multifamily business areas
• Support model governance activities and independently improve the operational effectiveness in MF analytics to ensure the full compliance with regulatory and corporate requirements
• Conduct empirical research on Multifamily lending and affordable housing markets
• Prepare research reports and technical documents to support the internal and external publications

Qualifications:

• Doctorate degree (or Master’s degree with equivalent work experience) in economics, finance, statistics, or a related quantitative field.
• Coursework or work experience applying predictive modeling techniques from economics, finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include—but is not limited to—econometrics, statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods.
• Coursework or work experience in 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.
• Work experience in financial services industry, particularly in mortgage finance, is preferred.

Keys to Success in this Role:

• Strong verbal and written communication skills
• Strong modeling and data analytics skills
• Ability to collaborate with different teams
• Ability to work efficiently under tight timelines with a positive attitude 
• Deep curiosity to learn new things
• Strong critical thinking and problem-solving skills
• Willing to embrace changes

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.