Freddie Mac is a stockholder-owned corporation chartered by Congress in 1970 to create a continuous flow of funds to mortgage lenders in support of homeownership and rental housing. It is one of the largest buy-side mortgage investors in the united states. The company is located at the suburb of Washington DC. Currently there is an opening in its fixed income research group.
Master with 1-3 experience or Ph.D. with 0-2 experience. Candidates with background in both statistics and computer science are especially encouraged to apply.
In-depth understanding of basic statistics concepts and optimiztion algorithms. Knowledge about nonparametric regression, time series and sampling.
Excellent coding skills in SAS, Matlab, S-plus, JAVA, C++, VB, Perl are critical.
Superb communication skills. A team player.
Ability to handle multiple tasks at the same time. Be able to work under pressure to meet strict deadlines.
Strongly motivated and willing to learn. Pay attention to detail.
Some exposure to financial math is helpful but not required, like bond math, option pricing theory.
If you are interested in this position, send your resume in WORD format to the following email address: