Quantitative Analytics Senior-Multifamily Research and Modeling (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 the Multifamily lending space. The MF Research and Modeling Quantitative Senior will perform model development and quantitative analytical support to the Multifamily line of business. The objective of the role is to lead quantitative research, data science and modeling projects related to economic capital, credit/market risk measurement, and valuation analytics. We're looking for someone who is analytical, willing to take new challenges with a great attitude, and has strong quantitative problem-solving skills. Apply now and learn why there’s #MoreAtFreddieMac!

***The company currently has a hybrid work model with two in-office days. ***

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
• Be thought leaders in Multifamily market and affordable housing research
• Play a critical role in model risk governance and regulatory compliances

Your Impact:

Model Development

• Lead and coordinate empirical research and methodology development on credit and market risk analytics for Multifamily portfolio and securities
• Improve multifamily economic capital framework and provide support to Freddie Mac regulatory capital analytics

Data Science

• Leverage quantitative abilities--both data science and financial/statistical analytics--to provide analytical support to the multifamily business

Model Risk Management

• Actively manage and improve model risk-management practice to ensure full compliance for regulatory and corporate requirements
• Support model governance activities and independently evaluate the operational effectiveness in MF analytics

Empirical Research

• Provide empirical research related to Multifamily lending and affordable housing markets through rigorous data analytics
• Write periodic research reports and technical documents to support internal and external publications

Qualifications:

• Doctorate degree or Master's degree with 3-5 years’ 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
• Programming skills in one or more of SAS, R, Python, MATLAB, C, C++, or related languages
• Experience with financial industries, preferably in housing finance

Keys to Success in this Role:

• Strong verbal and written communication skills
• Strong modeling and data analytics skills
• Ability to collaborate with different teams
• Deep curiosity to learn about new things with critical thinking
• 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.