Freddie Mac·1 month ago
1 month ago
Quantitative Analytics Senior
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What you'll do
- Develop, implement, monitor, and execute quantitative models that support counterparty credit risk management.
What they're looking for
- quantitative modeling
- python
- counterparty credit risk management
- matlab
- sql
- derivatives valuation
- java
- excel/vba
- financial data analysis
- model validation
- model documentation
- monte carlo simulation
Summarised by NextRaise from the employer’s description, which follows in full below.
Full description from employer
Freddie Mac’s Investments & Capital Markets Division is seeking a to develop, implement, monitor, and execute quantitative models that support counterparty credit risk ma...
Skills
- quantitative modeling
- python
- counterparty credit risk management
- matlab
- sql
- derivatives valuation
- java
- excel/vba
- financial data analysis
- model validation
- model documentation
- monte carlo simulation
- stochastic process modeling
- regression analysis
- risk analytics
- portfolio management
- asset-liability management
- model monitoring
- model controls
- business reporting
- stakeholder collaboration
- technical documentation
- model risk standards
- regulatory compliance
- greeks
Company
Freddie Mac
McLean, United States of America
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