Quantitative Analytics Professional A

Freddie Mac•McLean, VA

5d•Onsite

About The Position

Develop strategies to analyze and interpret output of models or analytic applications, which assess things such as relative risks of each product within the portfolio. Plan, execute, and document analysis of complex financial models. Provide portfolio risk assessments based on findings. Provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert. Evaluate and manage risks associated with the company's models, including models of defaults, security valuation, prepayments, loan scoring, and others. Provide innovative, thorough, and practical solutions to an extensive range of demanding problems, including analyses of relative value. Full use and application of standard principles, theories, concepts, and techniques. Primarily intra-organizational with occasional interorganizational and external customer contacts on routine matters. Position may be eligible for part-time telecommuting.

Requirements

Master's degree or foreign equivalent in statistics, mathematics, economics, finance, or closely related quantitative field.
Demonstrated knowledge of using and applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets.
Demonstrated knowledge of statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.
Demonstrated knowledge of writing statistical and/or optimization programs to develop models and algorithms.
Demonstrated knowledge of programming languages, such as Python, R, SQL, Java, SAS, or MATLAB.
Any combination of education evaluated by a professional credentials evaluation service to be the equivalent of a U.S. degree.

Responsibilities

Develop strategies to analyze and interpret output of models or analytic applications, which assess things such as relative risks of each product within the portfolio.
Plan, execute, and document analysis of complex financial models.
Provide portfolio risk assessments based on findings.
Provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert.
Evaluate and manage risks associated with the company's models, including models of defaults, security valuation, prepayments, loan scoring, and others.
Provide innovative, thorough, and practical solutions to an extensive range of demanding problems, including analyses of relative value.