Quantitative Analytics Professional A

Freddie Mac•McLean, VA

1d•$108,360 - $150,380•Onsite

About The Position

Develop and/or analyze quantitative models that assess the market, credit and/or operational risks of new and existing financial and mortgage products or portfolios to support business and risk decisions. Develop strategies to analyze and interpret output of models or analytic applications, which assess things such as relative risks of each product within the portfolio. Plan, execute, and document analysis of complex financial models. May provide portfolio risk assessments based on findings. May provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert. Evaluate and manage risks associated with the company's models, including models of defaults, security valuation, prepayments, loan scoring and others. May perform detailed model validation reviews, establishing performance thresholds, researching model approaches, creating alternative models and other means. Provide innovative, thorough and practical solutions to an extensive range of demanding problems, including analyses of relative value.

Requirements

Master's degree or foreign equivalent in statistics, mathematics, economics, finance, or closely related quantitative discipline.
Demonstrated knowledge of using and applying predictive modeling standard principles, theories, concepts, and techniques.
Demonstrated knowledge of programming in SAS, Python or R.
Employer will accept any combination of education that has been evaluated by a professional credentials evaluation service to be the equivalent of a U.S. degree.
Knowledge may be demonstrated through training, education, and/or experience.

Responsibilities

Develop and/or analyze quantitative models that assess the market, credit and/or operational risks of new and existing financial and mortgage products or portfolios to support business and risk decisions.
Develop strategies to analyze and interpret output of models or analytic applications, which assess things such as relative risks of each product within the portfolio.
Plan, execute, and document analysis of complex financial models.
Provide portfolio risk assessments based on findings.
Provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert.
Evaluate and manage risks associated with the company's models, including models of defaults, security valuation, prepayments, loan scoring and others.
Perform detailed model validation reviews, establishing performance thresholds, researching model approaches, creating alternative models and other means.
Provide innovative, thorough and practical solutions to an extensive range of demanding problems, including analyses of relative value.