Financial Engineering – Senior Developer

9006BR
Investments & Capital Markets
McLean, VA
April 10, 2018
Back to Search Results
FAQs
Apply
Send Job Alerts
Add to Cart

Position Overview

Join a team of Financial Engineers responsible for the C++ Library that implements the major market and credit risk models for a trillion-dollar balance sheet of mortgages and related products. Our team works closely with modelers to implement and integrate models written in several languages, such as Python and R, and we make these models broadly available for use in trading, risk analytics, scenario analysis, and financial reporting. Responsibilities span the full software development lifecycle, from design and implementation plans based on minimal requirements specifications, to software coding of models and tests integrated into our continuous integration environments, through to the documentation required for 2nd line review in our risk and control framework.


Qualifications

* Bachelor’s degree in computer science or similar degree.
* 5+ years of professional experience
* Demonstrated experience understanding financial models used to value and measure risk for mortgages and other fixed income securities.
* Demonstrated experience designing robust testable implementations in C++ and ability to demonstrate the appropriateness of the implementation using tests written in python.

Preferred Skills

* Minimum of 4 years of professional experience specifically writing mortgage finance simulation models in C++.
* Professional experience with Python, R modeling, and/or the Intex® CMO Library are a definite plus.
* Experience with models written in SAS® and/or Matlab®.

Closing Statement

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.