Pricing Security Analytics - Senior

Freddie Mac•McLean, VA

About The Position

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. Position Overview: Are you curious and analytical? Do you want to expand and refine your quantitative skills? We need someone willing to learn the meta-mortgage game from origin to end. Someone to master analytic methods of collateral valuation and support evaluating Freddie Mac’s competitive position in the mortgage market. If you are determined, self-motivated and persistent in the pursuit of understanding, then apply today to our Costing Analytics Team! Freddie Mac’s Pricing & Costing Analytics group within the Single-Family Division, is seeking a Senior Pricing Security Analyst to work closely with a team dedicated to supporting both new and existing business initiatives/offerings, pricing, and valuation strategies. This role involves designing analytical approaches to effectively address complex business questions and scenario evaluations, managing comprehensive data research, analyses and preparation of detailed reports and presentations by analyzing and leveraging various very high- and high-risk corporate credit models.

Requirements

5+ years of relevant work experience.
Degree in applied mathematics, economics, physics, statistics, data science or other quantitative field as well as strong background in computer science or econometrics.
Proficiency in Excel and PowerPoint; familiarity with advanced data management tools and/or statistical tools (e.g., SAS and/or Python)
Strong written and verbal communication skills, with attention to detail.
Ability to manage multiple tasks in a structured, deadline‑driven environment.

Nice To Haves

Exceptional quantitative, analytical, and communication skills.
Self-motivated, proactive and results driven problem solver, able to manage multiple priorities without heavy supervision
Highly flexible and adaptable; able to thrive in ambiguous situations and fast paced environment.
Ability to work collaboratively and build relationships across teams
SAS or SQL or equivalent programming experience.
Knowledge of Freddie Mac operations and the secondary mortgage market.
Experience building or working with models
Fixed-income knowledge.

Responsibilities

Execute advanced costing/pricing analytics processes for existing and new offerings, transactions, and pricing strategies.
Develop the costing analytics framework by analyzing quantitative models (credit default, prepayment, house prices, interest rates) for new products/loans and the existing portfolio.
Quantify Costing values using model outputs and other quantitative skills to analyze relative risk of each product within new acquisitions.
Participate in model validation, model testing, challenge modelling approaches, help review OGM metrics and establish model thresholds to reflect financial or business impacts.
Maintain and streamline key costing tools, updating them as necessary and providing testing evidence and documentation.
Partner with others to improve infrastructure for a reporting and analytics hub/repository for use by costing and others.
Work with pricing, offerings, costing, and CRT personnel to identify appropriate analyses for questions, issues, or market developments.
Execute third-party and proprietary tools to analyze economics and value of risk-share structures (recourse, indemnification, CE).
Provide analysis of offerings, ideas, and transactions; monitor PLS and CRT market trends.
Candidate will be responsible for various ad hoc and on-going requests. This may include governance support, e.g., audit, development of procedures, records management, or other needs as identified by management.