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Pricing & Valuation Senior

Posted on Aug 12, 2019 by Freddie Mac

Virginia, VA
IT
Immediate Start
Annual Salary
Full-Time
Freddie Mac's Finance division is currently seeking a Pricing and Valuation Senior to be part of the Investments and Capital Markets CFO department. The Investments and Capital Markets CFO department is responsible for financial accounting and reporting, portfolio risk and profitability analysis, pricing and valuation activities, and financial planning & analysis for Freddie Mac's Capital Markets segment. The hired individual will be responsible for daily and monthly valuation of mortgage backed assets, debt, derivatives and financial instruments in a hedge accounting relationship using market based inputs and industry standard technical tools. The position will require complex manipulation of large datasets using SQL, VBA or SAS.

Your Work Falls into These Primary Categories:
  • Assist with creating fair value calculations, which include methodologies (how to value), execution, verification and validation.
  • Support the product valuation processes by making system improvements, improve process efficiency through automation. Apply standard valuation principles, theories, concepts, and techniques across large amount of investment data.
  • Interact with both internal and external stakeholder customers including trading desks, risk management, pricing services and auditors.
  • Keep abreast of the fixed income market, think analytically, improve valuation process and adjust to market developments. Work under normal supervision, follow established directions and guideline and intelligently resolve problems as they may come up.

Qualifications

  • Typically has 5-7 years of experience specifically in fixed income, financial services, or financial analysis
  • Bachelor degree in Finance, Economics or Engineering and or equivalent experience
  • Must have fixed income security and derivative valuation experience. Understand agency MBS market and fundamental valuation principles, including major valuation inputs and risk profile for fixed income securities.
  • Must be proficient in one of the following tools - SQL, VBA, SAS, Microstrategy or Dataflux in addition to knowledge of Microsoft Excel and Microsoft Access.
  • Demonstrated experience conducting analysis with large dataset in an organized and controlled manner.
  • Have some experience of using Bloomberg (including API), Intex, Yieldbook or Anser.
Keys to Success in this Role:
  • Intellectual agility and interpersonal flexibility
  • Strong consultation and communication skill
  • Ability to work with and collaborate across the team and where silos exist
  • Deep curiosity to learn about new trends
  • Ability to use data to help inform strategy and direction
Top Three Personal Competencies to Possess:
  • Drive for Execution - Treat obstacles as challenges to overcome, not excuses
  • Growth and Development - Know or learn what is needed to deliver results and successfully compete
  • Leadership - Set and execute upon a clear vision, strategy and/or goals

Preferred Skills

  • Progress towards CFA, FRM, or related certifications
  • Secondary mortgage markets experience
  • Must have the ability to take initiative, think strategically and solve problems.
  • Strong attention to detail

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.

Reference: 744512145

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