Quantitative Analytics Professional
About The Position
Freddie Mac’s Single-Family Credit Analytics, Reporting and Decision Strategy group needs creative, forward-thinking individuals. The Quantitative Analytics Professional position is responsible for ensuring the reasonableness and consistency of statistical models, analytics and methodologies used in decision making in the Single Family guarantee business. Our team serves as the business user for multiple very high- and high-risk models. Our goal is to leverage all available models and tools to facilitate and optimize credit risk management and decision strategies. Our team is responsible for forecasting SF credit losses and enhancing company decision-making with respect to loan acquisition.
Requirements
- Master's degree in quantitative finance, statistics or a related quantitative field.
- Coursework and / 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 and / 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.
Nice To Haves
- Intellectual agility and interpersonal flexibility.
- Ability to work with and collaborate across the team and where silos exist.
- Deep curiosity to learn about latest trends.
- Ability to utilize data to help inform strategy and direction.
- Solid aptitude for solving problems, innovative and thinking outside the box.
- Ability to translate complex statistical models and methodologies into simple business terms.
- Strong leadership, planning and communication skills.
Responsibilities
- SF (Single Family) model enhancement - oversight, documentation, and testing of new modeling frameworks
- Model tracking reports - reviewing and ensuring reports to SF Acquisition division are concise, complete, and transparent
- Mortgage modeling expertise - understanding default and prepayment modeling frameworks and providing insights
- Data quality - understanding data relationships and ensuring accuracy
- Testing and governance - assisting with UAT and model governance processes
Benefits
- competitive compensation
- market-leading benefit programs
- eligible to participate in the annual incentive program
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
