Risk & Performance Analytics Manager

Freddie Mac
McLean, VA
Jul 18, 2019
Jul 30, 2019
Full Time
Freddie Mac's Finance division is seeking a Risk & Performance Analytics Manager 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 candidate will be responsible for developing insightful analysis and reporting on the risk, performance, and activity of Freddie Mac's Retained Portfolio with a focus on funding and liquidity products and risk. The candidate will be responsible for supporting the Treasury function within the Capital Markets segment, through daily and monthly risk and performance reporting and forecasting.

Your work will fall into the following category:

Portfolio Risk

  • Support the Treasury function by overseeing the daily Cash Flow Forecasting and Liquidity Risk metric measurement processes
  • Interact with the Funding desk and ALM Liquidity traders within the Investments and Capital Markets division to understand and explain portfolio activities, market conditions, and results
  • Analyze and explain Non-Mortgage-Related Asset (e.g. Debt, Liquidity and Contingency, and Other investments) portfolio composition and profitability. Products include Agency and Supranational Debt, Treasuries, Repo, and Agency MBS
  • Analyze debt portfolio composition, issuance activities, and spreads for Freddie Mac and competitors
  • Analyze new and existing funding and liquidity strategies
  • Oversee and review periodical (daily/weekly/monthly) reporting and analysis of Investments and Capital Markets counterparty risk exposure
  • Enhance current Funds Transfer Pricing methodologies and calculations and recommend implementation strategy
  • Prepare and review analytical presentations delivered to senior management and the Board of Directors
  • Partner with business areas to understand needs, develop business analytics, and adjust deliverables accordingly
  • Develop and brainstorm new value add analytics and performance measures
  • Develop and manage junior level staff


  • Generally, a minimum of 8 years of experience in fixed income, financial services, and/or financial analysis
  • Bachelor's degree in Finance, Accounting or related degree
  • Secondary mortgage market, Treasury or Liquidity related experience
  • Proficiency in Microsoft Excel, Microsoft Access, Microsoft PowerPoint and the aptitude to learn other software
  • Ability to multi-task
  • Strong attention to detail
  • Desire to learn Capital Markets activities and stay up to date with market conditions
  • Strong problem-solving capabilities

Key to Success in this Role:
  • Strong communication skills
  • Ability to work with and collaborate with many different teams
  • Ability to multi-task and manage competing deadlines/priorities
  • Deep curiosity to learn about fixed income markets
  • Ability to use data to help inform strategy and direction

Top 3 Personal Competencies to Possess:
  • Drive for Execution - Focus on real results rather than the appearance of results (i.e., be good, not just look good)
  • Customer Focus - Seek and use data and feedback to enhance customer outcomes
  • Seek and Embrace Change - Continuously improve work processes rather than accepting the status quo

Preferred Skills

Preferred Skills
  • Prior experience managing junior level staff
  • General knowledge of optimal data infrastructure
  • Proven ability to enhance and improve processes

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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