Quantitative Analytics Senior Director - Multifamily Model Research

Freddie Mac•McLean, VA

About The Position

Freddie Mac’s Multifamily Modeling team within Multifamily Portfolio and Risk Management is seeking a Quantitative Analytics Senior Director to lead the Model Research function. The role oversees research and development of quantitative models supporting multifamily loan acquisition, credit risk management, and property valuation. The leader will guide a team tackling complex modeling and research topics, including designing the next generation of Multifamily credit risk models and developing challenger approaches to current models. The team also provides technical guidance on regulatory issues and internal model validation findings. The team develops models for portfolio risk management across Freddie Mac’s Multifamily business, including credit decisioning at loan origination, credit loss forecasting, enterprise stress testing, and other risk measurement activities. It also manages model risk for the Multifamily business, including regulatory issues and internal model validation challenges. The role calls for a strategic quantitative leader with a rigorous statistical modeling foundation and a deep understanding of mortgage and credit risk. The position partners across Credit, Underwriting, Portfolio Management, Enterprise Risk, Capital Markets, Servicing, and Model Validation, and supports model governance, validation, audit, and regulatory activities. It also drives innovation in modeling methodologies, portfolio surveillance analytics, and AI-enabled model development workflows.

Requirements

15+ years of relevant experience in quantitative modeling, mortgage credit risk, commercial real estate analytics, financial risk management, or related fields.
8+ years of people leadership or team management experience.
Strong experience developing or overseeing commercial real estate, mortgage credit risk, default, prepayment, transition, loan acquisition, or portfolio surveillance models.
Strong understanding of multifamily underwriting, commercial real estate fundamentals, mortgage credit behavior, default risk drivers, and portfolio risk management concepts.
Strong quantitative and analytical skills, including experience with econometric modeling, survival analysis, transition modeling, statistical modeling, or large-scale data analysis.
Experience leveraging AI-enabled analytical or model development tools to improve modeling productivity, research workflows, testing, documentation, or analytical insight generation.
Familiarity with modern model development operations, including reproducibility, workflow management, testing automation, implementation collaboration, or scalable analytical infrastructure.
Excellent execution skills and experience delivering complex projects.
Experience working with regulatory, governance, model validation, and audit stakeholders in a model risk management environment.
Strong programming and analytical tool experience, including Python, R, SQL, SAS, or similar technologies.
Excellent written and verbal communication skills and ability to present complex analytical concepts to technical and non-technical audiences.

Nice To Haves

Advanced degree (Master’s or Ph.D.) in Economics, Finance, Statistics, Mathematics, or a related field; substantial relevant industry experience may be considered in lieu of an advanced degree.

Responsibilities

Lead a team researching and developing improved modeling frameworks and methodologies for quantitative models.
Lead a team in developing challenger models to existing credit risk models.
Provide technical and theoretical guidance on advanced model development practices and quantitative modeling approaches.
Partner closely with Credit, Underwriting, Portfolio Management, Enterprise Risk, Capital Markets, Servicing, and Model Validation teams.
Support model governance, validation, audit, and regulatory activities.
Drive innovation in modeling methodologies, portfolio surveillance analytics, and AI-enabled model development workflows.