Apache Hadoop, C Programming, C++, Data science techniques, Java Programming, Machine learning techniques, MapReduce, Python Programming, PyTorch, R Programming, Scala Programming, SQL, TensorFlow
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:
Reporting to VP-Enterprise Model Risk, the Quantitative Analytics Director will have responsibility for the implementation of a comprehensive model risk framework with a specific focus on Investment and Capital Markets. They will lead review teams on prepayment, interest rate, market risk, counterparty exposure, and hedge accounting related models to support valuation, hedging, and market risk capital decisions. They will carry out protocols for monitoring and testing (including sensitivity testing), validation, and effective challenge. They will also be responsible for building and leading a team of associates with strong quantitative skills from a diverse set of backgrounds, both academically and functionally. Apply now and learn more about our benefits and 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 team is primarily responsible for validation of market risk models.
Your Impact:
Qualifications:
Keys to Success in this Role:
The Federal Home Loan Mortgage Corporation (FHLMC), known as Freddie Mac, is a public government-sponsored enterprise (GSE), headquartered in Tysons Corner, Virginia. Freddie Mac is ranked No. 41 on the 2020 Fortune 500 list of the largest United States corporations by total revenue, and has $2.063 trillion in assets under management.
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year
McLean, VA, USA
2-4 year