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Quantitative Analytics Senior
Freddie Mac
Mc Lean, VA, United States
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Position Overview
The Multifamily division of Freddie Mac is searching for a Quantitative Analytics Senior. The hired candidate will work in support of the Investments and Advisory group.
Responsibilities will include:
• Conducting empirical data analysis on the multifamily markets and historic mortgage performances
• Developing analytical approaches that measure credit risk and market risk in multifamily debt investments and commercial mortgage products
• Leveraging quantitative abilities – both statistical analytics and machine learning techniques– to provide analytical support to the multifamily mortgage business
• Partnering with the multifamily portfolio managers on improving financial valuation tools
• Communicating modeling approaches and implementation process to business managers and risk manager
• Working under normal direction, independently determining and developing analytical tools
Qualifications
• MS in Economics, Statistics, or a directly related quantitative field and at least one year of previous data analysis related work or internships, in addition to significant coursework and research in quantitative fields OR BS with at least 5 years of related post-graduate work experience
• Demonstrated knowledge of financial valuation models and quantitative risk management
• Familiar with statistical models and economic data analysis
• Strong programming skills in one or more statistical software, such as SAS, R, Matlab, etc.
• Experience working with large data sets and relational databases
Preferred Skills
• Exceptional quantitative, empirical analysis, and research skills
• PhD in Statistics, Economics, or directly related quantitative field
• Good communication, interpersonal, and teamwork skills
• Experience working with consumer credit risk models, i.e. mortgage, credit card, automotive, or other consumer lending models
• Strong preference for applicant with a sound real estate finance and economics experience / background
• Knowledge and experience in fixed income analytics and secondary mortgage markets
Closing Statement
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. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.