Quantitative Analytics Senior

Freddie Mac•McLean, VA

4d•Onsite

About The Position

Freddie Mac's Single Family Division is seeking a Quantitative Analytics Senior to join the back-end modeling team within Single Family Modeling. This role is responsible for the development and execution of quantitative analytic models and applications to support business and risk decisions. The focus areas include loan modification, short sale, foreclosure sale auction, and distressed property valuation and pricing. The team develops Single Family portfolio credit risk management models for servicing and liquidation, which 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
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