Quantitative Analytics Tech Lead (Collateral Models)

Freddie Mac•McLean, VA

1d•$144,000 - $216,000

About The Position

Freddie Mac’s Single Family Division is seeking an analytical and curious model developer with strong business knowledge in credit risk, preferably collateral. This Quantitative Analytics Tech Lead position will include collateral model development, analysis, and support, potentially including some ad hoc analysis and data work in addition to developing new models and methods of evaluating collateral. The team is responsible for developing Single Family collateral models that streamline the loan origination process while improving credit risk exposure.

Requirements

PhD in economics, finance, statistics, or related quantitative discipline with 3+ years' experience, or Master’s with 5+ years relevant experience. Business experience will be weighted more than academic degrees.
Demonstrated expertise in credit risk modeling (preferable collateral modeling), with experience working with model users to understand the model and develop new modeling and analytics methods and ideas.
Proficiency in one or more programming languages such as Python, R, C++, SQL.
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.
Ability to combine strong technical skills with creativity to develop new solutions.
Ability to translate complex statistical models and methodologies into simple business terms.
Strong leadership, planning and communication skills.
Ability to work with and collaborate across the team and where silos exist.
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 collateral value and risk of Single Family properties.
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.