Quantitative Analytics Senior - Capital Market Model Review - McLean (Blacksburg)


: $84,360.00 - $200,830.00 /year *

Employment Type

: Full-Time


: Financial Services - Banking/Investment/Finance

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Freddie Mac's Enterprise Risk Management Division is currently seeking a Model Validation Senior to perform all tasks related to model reviews to evaluate and manage model risks associated with company's capital market models. The objective of the role is to create and execute a complete model validation within the Enterprise Model Risk group with the purpose of enhancing a consistent model review process.

Your Work Falls into Two Primary Categories

Technical Validation
  • Conduct technical validation of Freddie models, including writing a detailed model validation report.
  • Conduct model risk reviews working with a Manager or Director.

Model Governance
  • Follow model governance procedures and requirements.
  • Remediate regulatory findings and address audit feedback

  • Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, statistics or a related quantitative field.
  • 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.
  • 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.

Keys to success in this role
  • Strong hands-on modeling and analytical skills
  • Strong verbal and written communication skills
  • Knowledge of capital markets and models

Top 3 Personal Competencies to Possess
  • Leadership - Set and execute upon a clear vision, strategy, and/or goals
  • Drive for Execution - Be accountable for strong individual and team performance
  • Growth and Development - Know or learn what is needed to deliver results and successfully compete

Preferred Skills
  • Work experience in capital markets, either in derivatives or mortgage valuation

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.

Associated topics: annuities, brokerage, buy, capital, dow jones, fund, invest, purchase, risk, securities broker * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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