散尽家财求祝福， TSC 485# Immigration - 落地生根
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DC Area房地美Freddie Mac 招 两个quant。地点在McLean，VA
不强求有金融背景，老板希望candidate至少有理工背景。MS or PhD。Candidate需要
有较强的代码能力，熟悉C++（算法要求不高，语言特性要熟悉），和 Python, MATLAB
, R 之中一种或者多种语言。主要工作是 审核公司内部各类金融模型，测试模型的软
件实现。工作中会有比较多写作，写作能力要强。有兴趣的可以把简历发到freddie.
[email protected]，并简单介绍下自己的优势，说明何时可以开始工作。
Position Overview
Freddie Mac’s Enterprise Risk Management Division is currently seeking a
Quantitative Analytics Senior to join the Enterprise Model Risk Management
Department. The Enterprise Model Risk Department handles modeling standards,
model performance and oversight as well as assessment of market risk models
and business decision models. This Quantitative Analytics Senior will
evaluate and manage risks associated with the company’s models and model
applications.
Responsibilities include:
* Assess model risks by performing detailed model or model application
validation reviews, evaluating performance thresholds, researching model
approaches, creating alternative models and other means.
* Detailed review of models related to residential mortgage loans,
securities and structured products.
* Monitoring and reporting on model performance
* Working with model developers and users
* Report findings to model owners and management, and ensure those findings
are addressed appropriately.
* Make expert recommendations to Senior Management about proposed new models
or model changes, and advise them on quantitative and theoretical issues.
Qualifications
* MS in Computer Science, Computer Engineering, Quantitative Finance,
Financial Engineering or a directly related quantitative field with at least
3 years of related post-graduate work experience in quantitative finance or
programming.
* Experience in development, coding, and testing of models or related
applications.
* Experience with one or more of C++, Java, Python, Unix, git, R
* Strong analytical skills with orientation to detail
* Strong verbal and written communication skills
Preferred Skills
* Previous experience with programming of financial models
* Understanding of mortgage and interest rate derivative models and markets.
* CFA or FRM
不强求有金融背景，老板希望candidate至少有理工背景。MS or PhD。Candidate需要
有较强的代码能力，熟悉C++（算法要求不高，语言特性要熟悉），和 Python, MATLAB
, R 之中一种或者多种语言。主要工作是 审核公司内部各类金融模型，测试模型的软
件实现。工作中会有比较多写作，写作能力要强。有兴趣的可以把简历发到freddie.
[email protected]，并简单介绍下自己的优势，说明何时可以开始工作。
Position Overview
Freddie Mac’s Enterprise Risk Management Division is currently seeking a
Quantitative Analytics Senior to join the Enterprise Model Risk Management
Department. The Enterprise Model Risk Department handles modeling standards,
model performance and oversight as well as assessment of market risk models
and business decision models. This Quantitative Analytics Senior will
evaluate and manage risks associated with the company’s models and model
applications.
Responsibilities include:
* Assess model risks by performing detailed model or model application
validation reviews, evaluating performance thresholds, researching model
approaches, creating alternative models and other means.
* Detailed review of models related to residential mortgage loans,
securities and structured products.
* Monitoring and reporting on model performance
* Working with model developers and users
* Report findings to model owners and management, and ensure those findings
are addressed appropriately.
* Make expert recommendations to Senior Management about proposed new models
or model changes, and advise them on quantitative and theoretical issues.
Qualifications
* MS in Computer Science, Computer Engineering, Quantitative Finance,
Financial Engineering or a directly related quantitative field with at least
3 years of related post-graduate work experience in quantitative finance or
programming.
* Experience in development, coding, and testing of models or related
applications.
* Experience with one or more of C++, Java, Python, Unix, git, R
* Strong analytical skills with orientation to detail
* Strong verbal and written communication skills
Preferred Skills
* Previous experience with programming of financial models
* Understanding of mortgage and interest rate derivative models and markets.
* CFA or FRM
