Freddie Mac's Investments & Capital Markets Division is currently seeking a Quantitative Analytics Senior Analyst to implement quantitative financial models and contribute to the development of a high-performance computing environment for model estimation and execution.<br /><br /><strong>Your Work Falls Into Three Primary Categories</strong>:<br /><br />Implementation of Quantitative Financial Models<br /> <ul> <li>Implement quantitative financial models in an object-oriented language such as Python, C++ or Java.</li> <li>Implement complex quantitative risk and valuation measures derived from financial models' outputs.</li> </ul> <br />Design and Development High-Performance Computing Platform<br /> <ul> <li>Contribute to the design and the implementation of a high-performance distributed computing platform for model execution.</li> </ul> <br />Model User Support<br /> <ul> <li>Provide technical, analytical, and data support to model users.</li> <li>Work under limited direction, independently determining and developing solutions.</li> </ul> <br /><br /><b>Qualifications</b><br /><br /><strong>Qualifications</strong><br /> <ul> <li>Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.</li> <li>Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include-but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.</li> <li>Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include-but are not limited to-Python, R, SQL, Java, SAS, and MATLAB.</li> </ul> <br /><strong>Key to Success in this Role</strong> <br /> <ul> <li>Self-motivated and desire to own a project. Ability to multi-task and work efficiently under tight deadlines</li> <li>Exceptional quantitative, empirical analysis, and research skills</li> <li>Ability to work with ambiguities, understand and translate complex business requirements to define relevant analytics problems and translate the solution back into business terms</li> <li>Good oral and written communications skills</li> </ul> <br /><strong>Top 3 Personal Competencies to Possess</strong> <br /> <ul> <li>Partnership – Build trust and strong partnerships through my own and my team's actions</li> <li>Drive for Execution – Treat obstacles as challenges to overcome, not excuses</li> <li>Customer Focus – Deliver prompt and high quality customer service</li> </ul> <br /><br /><b>Preferred Skills</b><br /><br /><strong>Preferred Skills</strong><br /> <ul> <li>Strong object-oriented design and programming skills in C++, Python or Java.</li> <li>Experience with GPU computing (OpenCL or CUDA) in C++ or Python.</li> <li>Experience with distributed data and compute platforms such as Hadoop or Apache Spark.</li> <li>Experience with Amazon Web Services (AWS) storage and cloud computing services.</li> <li>Experience with storage and processing of large data sets.</li> <li>Understanding of, or ability to learn complex statistical models.</li> <li>Experience with cash-flow computations for loans and securities.</li> <li>Experience with Monte-Carlo simulations.</li> <li>Strong quantitative skills (statistics, econometrics, linear algebra).</li> <li>Strong communication, interpersonal, and leadership skills.</li> </ul> <br /><br />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.

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