Quantitative Analytics Senior

Freddie Mac

About The Position

Freddie Mac’s Single Family Division is currently seeking an Quantitative Analytics senior. In this role, you will be responsible for the development and execution of quantitative analytic models and applications in support of business and risk decisions as a member of the back-end modeling team within Single Family Modeling. Areas will include: loan modification, short sale, foreclosure sale auction, distressed property valuation and pricing. We are responsible for developing Single Family portfolio credit risk management models in the area of servicing and liquidation. These are directly applicable to the $3 trillion Single Family credit portfolio, delinquent loans and distressed assets.

Requirements

PhD in economics, finance, statistics, or a related quantitative discipline, or Master’s degree with 3+ years of relevant experience.
Strong expertise in predictive modeling, econometrics, optimization, machine learning, and/or Monte Carlo simulation methods.
Proficiency in one or more programming languages such as Python, R, C++, SQL, or SAS
Ability to perform independent model development, data processing and cleaning
Demonstrated knowledge of AI tools and technologies, with a strong commitment to continuous learning and staying up-to-date with advancements in artificial intelligence

Nice To Haves

Training and experience with credit risk models
Collaborative and professional approach working in a team setting

Responsibilities

Developing analytical methods and models that assess the credit risk of new and existing financial and mortgage products
Providing resolutions to an extensive range of complicated problems; solutions are innovative, thorough, and practicable
Providing modeling and analytical support to a line of business or product area
Working under limited direction, independently determining and developing approach to solutions.