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Quantitative Analytics Manager
Freddie Mac
Mc Lean, VA, United States
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Position Overview
Freddie Mac’s Investments & Capital Markets Division is currently seeking a Quantitative Analytics Manager to lead the implementation of quantitative models and contribute to the development of a cloud-based distributed data and compute platform for model estimation and execution.
Your Work Falls Into These Primary Categories:
Implementation of Quantitative Models
• Lead the implementation of quantitative models in an object-oriented language such as Python, Java or C++.
• Lead the implementation of complex quantitative analytical measures derived from the models’ outputs.
Design and Development of Distributed Data and Compute Platform
• Contribute to the design and the implementation of a cloud-based high-performance distributed computing and storage system capable of handling large volumes of data.
Model User Support
• Provide technical, analytical, and data support to model users.
• Work under limited direction, independently determining and developing solutions.
Qualifications
• Master’s degree in Quantitative Finance, Financial Engineering, Computer Science, Economics, Statistics or a related quantitative field with at least 6 years of related experience; or PhD with at least 3 years of related experience
• Object-oriented design and programming in C++, Java or Python.
• Experience with distributed data and compute platforms such as Hadoop or Apache Spark.
• Experience with Amazon Web Services (AWS) storage and cloud computing services.
• Experience with storage and processing of large data sets.
• Understanding of, or ability to learn complex statistical models.
• Experience with cash-flow computations for loans and securities.
• Experience with Monte-Carlo simulations.
• Experience with R, SAS, or Matlab is a plus.
Key to Success in this Role
• Self-motivated and desire to own a project. Ability to multi-task and work efficiently under tight deadlines
• Exceptional quantitative, empirical analysis, and research skills
• Ability to work with ambiguities, understand and translate complex business requirements to define relevant analytics problems and translate the solution back into business terms
• Good oral and written communications skills
Top Competencies
• Partnership - Build trust and strong partnerships through my own and my team's actions
• Drive for Execution - Treat obstacles as challenges to overcome, not excuses
• Customer Focus – Deliver prompt and high quality customer service
Preferred Skills
• Outstanding object-oriented design and programming skills in C++, Java or Python.
• Experience with distributed computing in a production environment.
• Experience with AWS storage and compute services
• Strong quantitative skills (statistics, econometrics, linear algebra).
• Strong communication, interpersonal, and leadership skills.
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.