Quantitative Analytics Professional
$105,000–$157,000 year
On-siteMcLean, Virginia, United States
Job Summary
Ensure the reasonableness and consistency of statistical models, analytics, and methodologies used in decision-making for the Single-Family guarantee business. Oversee, document, and test new modeling frameworks while reviewing model tracking reports to guarantee they are concise, complete, and transparent. Leverage expertise in default and prepayment modeling to forecast SF credit losses and enhance company decision-making regarding loan acquisition. Assist with user acceptance testing and model governance processes to maintain data quality and accuracy. This role supports the Single-Family Credit Analytics, Reporting and Decision Strategy group in optimizing credit risk management and facilitating strategy for the secondary mortgage market.
Required Qualifications
- Master's degree in quantitative finance, statistics or a related quantitative field
- Coursework and / or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets
- Qualifying coursework including statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling
- Coursework and / or work experience writing statistical and/or optimization programs to develop models and algorithms
- Programming languages including Python, R, SQL, Java, SAS, and MATLAB
- Intellectual agility and interpersonal flexibility
- Ability to work with and collaborate across the team and where silos exist
- Deep curiosity to learn about latest trends
- Ability to utilize data to help inform strategy and direction
- Solid aptitude for solving problems, innovative and thinking outside the box
- Ability to translate complex statistical models and methodologies into simple business terms
- Strong leadership, planning and communication skills
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