Quantitative Analytics Professional

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. Freddie Mac’s Single-Family Credit Analytics, Reporting and Decision Strategy group needs creative, forward-thinking individuals like you! We want to hire individuals who seek out complex business problems and develop viable solutions. 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.

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