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Quantitative Analytics Manager
Freddie Mac
Mc Lean, VA, United States
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Position Overview
The Quantitative Analytics Manager in the Single-Family Credit Analytics and Reporting (CAR) group is responsible for ensuring the reasonableness and consistency of statistical models, analytics and methodologies used in decision making in the SF guarantee business. The position is responsible for supporting SF business and risk decisions by assessing the consistency of SF credit and valuation models, framing credit risk related questions, developing analytical solutions using statistical methods, and making recommendations for business decision.
Your Work Falls Into These Primary Categories:
Broad Model Framework Oversight
• Help ensure all Single Family models (including but not limited to credit models, HPA, WRSI, HVE, servicing models), methodology/framework used for SF risk management capture the risks appropriately, and the model applications are consistent with model design and all model assumptions across models are reasonable and consistent
• Construct scenario analysis and provide insightful support in SF risk appetite work
Analytics and Monitoring Market
• Assisting SF Division Chief Risk Officer and Credit Analytics and Reporting VP and his direct reports in their decision making by providing analytical support
• Monitoring market trend and external research to provide effective insight and oversight to the SF Division Risk Management
Qualifications
• PhD in Statistics, Economics, or a related quantitative field with at least three years of related post-graduate work experience; or Master degree with at least six years of related quantitative analytics experience in risk management or credit risk modeling in the financial industry. Prefer experience in mortgage industry.
• Solid aptitude for solving problems, innovative and out of box thinker
• Ability to translate complex statistical models and methodologies into simple business terms
• Strong leadership, planning and communication skills
• Advanced degree in economics or statistics
Key to Success in this Role
• Intellectual agility and interpersonal flexibility
• Strong consultation and communication skills
• Ability to work with and collaborate across the team and where silos exist
• Deep curiosity to learn about new trends
• Ability to use data to help inform strategy and direction
Top 3 Personal Competencies to Possess
• Leadership – Set and execute upon a clear vision, strategy, and/or goals
• Seek and Embrace Change – Continuously improve work processes rather than accepting the status quo
• Growth and Development – Know or learn what is needed to deliver results and successfully compete
Preferred Skills
• Ph.D. degree in economics or statistics or Master with related work experience
• Hands-on experience in model development or validation
• Advanced skills and experience with SAS/SQL/DB2/UNIX
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.