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Quantitative Analytics Manager
Freddie Mac
Mc Lean, VA, United States
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Position Overview
The Multifamily division of Freddie Mac is searching for a Quantitative Analytics Manager. The hired candidate will work in support of the Investments and Advisory group.
Responsibilities include:
• Conducting empirical data analysis on the multifamily markets and historic mortgage performances
• Developing analytical approaches/models that measure credit risk, market risk and economic capital in multifamily investments and commercial mortgage products
• Leveraging quantitative abilities – including data management, statistical analytics and machine learning approaches – to provide analytical solutions to the multifamily investment and securitization business
• Communicating quantitative approaches, implementations, and model governance process to corporate business managers and risk managers
• Working under normal direction, independently determining and developing analytical tools
Qualifications
• PhD in Economics, Statistics, or a directly related quantitative field and at least 3 years of previous data analysis related work, or MS with at least 8 years of related post-graduate work experience
• Project management experience preferred in the data analytics or modeling field
• Experience working with large data sets and relational databases
• Exceptional quantitative, empirical analysis, and research skills
• Demonstrated knowledge of financial valuation approaches, quantitative risk management and portfolio management
• Experience with consumer credit risk models, i.e. mortgage, credit card, automotive, or other consumer lending models
• Knowledge and experience in fixed income analytics and secondary mortgage markets
• Strong programming skills in one or more statistical software, such as SAS, R, Matlab, etc.
• Familiarity with model risk governance
Closing Statement
Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you’ll do important work for the housing finance system and make a difference in the lives of others. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.