Quantitative Analytics - Credit Risk Capital Senior

Freddie Mac
McLean, VA
Aug 21, 2019
Sep 04, 2019
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 scenarios and capital framework, coordinating the development and execution of the SF Conservator Capital Framework (CCF) and developing the Risk Appetite framework for consumer credit 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

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


  • Doctorate degree (or Master's degree with equivalent work experience) in quantitative finance, 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
  • 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

Preferred Skills
  • At least 3 years of 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.