Quantitative Analyst Senior

Location: McLean, VA

• Develop dynamic portfolio inflow and outflow forecast in various macro-economic environments
• Acquire deep understanding of upstream models, model uses, and model outputs
• Manipulate, aggregate and interpret model output for down-stream analysis
• Present analytical results to both technical and non-technical audiences
• Collaborate with multiple departments of business experts, IT staff, and modelers
• Other ad-hoc projects

Required Qualifications:
• Master’s degree in mathematics, statistics, economics, or other sciences.  
• Highly proficient in Python.
• Statistical modeling experience.
• Understanding basic concepts in finance.
• Fast learner.
• Analytical mindset to understand problems and propose actionable solutions. 

Bonus Qualifications:
• Ph.D. degree in mathematics, statistics, economics, or other sciences.
• Experience in credit risk management.
• Experience in forecasting mortgage portfolio performance.