Risk Analytics Senior

Employer
Freddie Mac
Location
McLean, VA
Salary
Competitive
Posted
Jun 12, 2019
Closes
Jun 25, 2019
Ref
12017BR
Hours
Full Time
The Credit Risk Capital Senior role reports to the Single-Family (SF) Capital Manager in the SF Portfolio Strategy team-which is part of SF Portfolio Management Division. The Capital team within SF Portfolio Strategy is responsible for developing the SF stress scenario and capital framework, coordinating the development and execution of the SF Conservator Capital Framework (CCF), developing the Risk Appetite framework for consumer credit risk, and managing the process to monitor and mitigate Geographic Risk. The position will be tasked with developing and executing these frameworks, performing data research and ad-hoc analysis.

Your work falls into two primary categories:

Support the development and maintenance of frameworks

  • Support the development of SF Division's capital methodology and measurements, including the evaluation of various approaches for stress scenarios and the implementation in business decision making
  • Help coordinate the development and execution of CCF, and performing quantitative and qualitative analysis of CCF vs. internal measures
  • Execute SF Division's Risk Appetite framework. Develop analytics to conduct attribution analysis, forecast key metrics for next five years, and assess key sensitivities to economic conditions and management actions
  • Prepare periodic briefing for senior management and formal risk/capital committees

Ad-hoc analysis, reviews, and reporting
  • Lead ad-hoc analysis, data querying and reporting needs
  • Assist in executing Significant User role of key models that drive capital (House Price, Default and Capital models)
  • Review capital and portfolio reporting performed by Finance for impact to business decisions
  • Prepare periodic briefing for senior management and formal risk/capital committees


Qualifications

  • 4+ years of experience in the financial services industry performing analytical roles covering consumer credit risk over large portfolios. Typical experiences will cover credit risk analytics, reporting, forecasting, pricing, capital, and underwriting
  • Bachelor's degree in quantitative field (Finance, Business, Statistics, Economics, Mathematics, Computer Science, Engineering or related field)
  • Demonstrated programing proficiency (e.g., SAS, SQL) to manipulate and analyze large data sets
  • Strong ability to work closely with modelers to evaluate and use models

Key to success in this role
  • Strong communication skills to explain complex topics in simple terms
  • Analytical mindset to identify and understand trends
  • Ability to work well with others
  • Deep curiosity to learn new analytical tools and approaches

Top 3 Personal Competencies to possess
  • Leadership: Set and execute upon a clear vision, strategy and/or goals
  • 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


Preferred Skills

  • Experience in monitoring and analyzing mortgage credit risk and/or capital, including structured credit risk evaluation (analyzing cash flows of Senior/Sub securitizations)
  • Masters' degree in quantitative field
  • Experience with data visualization software (e.g., Tableau, Microstrategy) is a plus
  • Strong written and communication skills


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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