雇主霸屏 | Quantitative Analyst Full Time火爆招聘中!

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Job Title:Quantitative Analyst

Location: McLean, VA

Type: Full Time

Start Time: ASAP

About the company


America relies on Freddie Mac to support the housing market and the nation’s renters, homebuyers and homeowners – across the entire country and in all economic cycles. Since being chartered by Congress in 1970, we have fulfilled our mission to keep mortgage money flowing, support the stability of the housing market, and promote housing affordability. And we continue to lead the housing industry forward, building a better housing finance system – for today and for tomorrow.


Freddie Mac operates in the U.S. secondary mortgage market. That means we don’t lend directly to borrowers but buy loans that meet our standards from approved lenders. With the money that lenders receive in return, they can make loans to other qualified borrowers. In securitizing pools of mortgages and selling the securities to investors, we shift a significant portion of the credit risk associated with the loans we own to private investors – away from taxpayers.


Position Summary


Freddie Mac’s Enterprise Risk Management Division is currently seeking aQuantitative Analytics Senior to evaluate and manage risks associated with the company’s models, including interest rate models, mortgage and derivative valuation models, and economic capital models.


Key Responsibilities


Assess model risks by performing detailed model validation reviews, evaluating performance thresholds, researching model approaches, creating alternative models and other means.

Report findings to model owners and management, and ensure those findings are addressed appropriately.

•Make expert recommendations to Senior Management about proposed new models or model changes, and advise them on quantitative and theoretical issues.


Works on issues of diverse scope where analysis of situation or data requires evaluation of a variety of factors, including an understanding of current business trends.

•Acts as an advisor to subordinates to meet schedules and/or resolve technical problems. Often must lead a cooperative effort among members of a project team.

•Monitoring and reporting on model performance.

•Provide assessments of model risks.

•Working with model developers and users to manage model risks.

Follow Model governance requirements and monitor compliance with model governance requirements.

Desired Minimum Qualifications


•PhD in Finance, Computational Finance, Economics, Mathematics, Physics, Statistics or a directly related quantitative field.

•OR MS in Financial Engineering, Economics, Statistics, Quantitative Finance, or a directly related quantitative field with at least 3 years of related post-graduate work experience in quantitative finance or risk management.

Demonstrated knowledge of stochastic calculus and one or more of valuation models, term structure models, and economic capital models.

•Programming skills in one or more of SAS, MATLAB, C++, or related languages.

•Exceptional quantitative, empirical analysis, and research skills.

•Comfortable working with large data sets.

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