Freddie Mac - McLean, VA

posted 19 days ago

Full-time - Senior
Hybrid - McLean, VA
Credit Intermediation and Related Activities

About the position

As a Quantitative Analytics Manager at Freddie Mac, you will play a crucial role in enhancing the housing finance system by developing and managing quantitative models and analytics. This position focuses on supporting decision-making and risk management within the Multifamily business, which encompasses over $450 billion in assets. You will tackle complex business challenges using advanced quantitative techniques, collaborate across teams, and ensure compliance with model risk governance and regulatory requirements.

Responsibilities

  • Lead quantitative research, data science, and modeling initiatives focused on multifamily credit risk, market risk, economic capital, and valuation analytics.
  • Drive analytical innovations to enhance multifamily business efficiency, optimize operations, and strengthen risk management strategies.
  • Design and develop methodologies for credit risk analysis of the Multifamily portfolio and related securities.
  • Develop and implement statistical models using common programming languages, create model prototypes for testing and specification, and modify existing program source code as needed.
  • Utilize quantitative skills, including data science and financial/statistical modeling, to offer analytical support across various multifamily business functions.
  • Create technical documentation to support both internal and external reviews.
  • Support model governance activities to ensure full compliance with regulatory and corporate standards.

Requirements

  • College Degree or equivalent experience; advanced studies/degree preferred.
  • Typically has 8-10 years related experience and 2+ years management experience.
  • Demonstrated experience in risk management and risk mitigation, preferably in credit risk.
  • Familiarity with programming languages such as Python, SQL, SAS, R, MATLAB.
  • Familiarity with model lifecycle management including development, validation, execution, and monitoring.
  • Strong analytical and conceptual problem-solving skills with a high level of attention to detail.
  • Excellent interpersonal and communication skills, particularly written communication skills.
  • Self‐motivated, with the capability of managing multiple priorities and efficient in proposing solutions.

Nice-to-haves

  • Experience in time series econometrics, particularly for economic and financial forecasting.

Benefits

  • Competitive compensation and market-leading benefit programs.
  • Annual incentive program participation.
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