Risk Analytics Manager

Freddie Mac
McLean, VA
Sep 16, 2019
Oct 01, 2019
Full Time
The Risk Analytics Manager in the Portfolio Strategy (PS) group is responsible for providing critical analytics for the portfolio risk management and strategy. The responsibilities include ensuring the reasonableness of statistical models, analytics and methodologies used in decision making in the SF portfolio management capture the risks. Additionally, the individual will lead the effort in building the framework for CCF capital forecast which used in regulatory reporting, risk appetite as well as corporate capital planning.

Your Work Falls Into Two Primary Categories:

Model Framework
  • As a significant user, work with model owners to ensure all models, analysis and framework used for SF risk management, stress testing and capital capture risks appropriately
  • Keep a clear view across models used in forming SF portfolio strategies to ensure consistence
  • Provide expertise assisting in setting business related assumptions in CECL LLR and DFAST

Capital Forecasting
  • Leading the effort to build a framework for CCF capital forecasting for SF business line across the company
  • Collaboration with different stakeholders to ensure the framework


  • 6 plus years of experience in quantitative analytics and experience in risk management or credit risk modeling in the financial industry.
  • PhD in Statistics, Economics, or a related quantitative field with at least three years of related post-graduate work experience; or Master degree plus related work experience
  • Solid aptitude for solving problems, innovative and out of box thinker
  • Ability to translate complex statistical models and methodologies into simple business terms
  • Strong leadership, planning and communication skills

Key to Success in this Role
  • Intellectual agility and interpersonal flexibility
  • Strong consultation and communication skills
  • Ability to work with and collaborate across the team and where silos exist
  • Deep curiosity to learn about new trends
  • Ability to use data to help inform strategy and direction

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 and successfully compete

Preferred Skills

Preferred Skills
  • Knowledge of the mortgage-banking industry
  • Hands-on experience in model development or validation
  • CCF Capital experience
  • PhD Degree in economics or statistics
  • Advanced skills and experience with SAS/SQL/DB2/UNIX/Python

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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