Quantitative Analytics Senior

Freddie Mac
McLean, VA
Mar 19, 2019
Mar 19, 2019
Full Time
The Quantitative Analytics Senior in the Enterprise Consumer Credit Risk Management (ECCR) group is involved in ensuring the reasonableness of statistical models, analytics and methodologies used in decision making in the SF guarantee business capture the risks that ECCR oversees. The role will work closely with his/her managers to frame credit risk related questions, develop analytical solutions and model using statistical methods, and document the work in summary reports and presentations.

Your Work Falls Into These Primary Categories:

Model Framework
* Help ensure all models, analysis and framework used for SF risk management, stress testing
and capital capture risks appropriately

* Assist managers in their decision making by providing analytical support

Monitoring Market
* Monitor market trend and external research to provide effective challenge and oversight to the SF Division Risk Management


* Doctorate degree (or Master's degree with equivalent work experience) in economics, statistics or a related quantitative field.
* Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include-but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.
* Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include-but are not limited to-Python, R, SQL, Java, SAS, and MATLAB.

Key to Success in this Role

* Exceptional quantitative, empirical analysis, and research skills
* Strong knowledge of econometric models, tools and techniques
* Strong programming skills
* Good communication skills

Top 3 Personal Competencies to Possess

* Drive for Execution - Execute effectively with a clear direction and objective, good ownership
* Seek and Embrace Change - Continuously improve work processes rather than accepting the
status quo
* Growth and Development - Know or learn what is needed to deliver results and successfully compete

Preferred Skills

* Ph.D. degree in economics or statistics
* Experience working with large data sets and relational database
* Experience working with mortgage or consumer credit risk models, prepayment models and severity models
* Advanced skills and experience with SAS/SQL/UNIX

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.

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