Freddie Mac

Freddie Mac

Quantitative Analytics Manager, Portfolio Performance & Risk Management

McLean, VA · Full-time

Sponsorship not specified$147k-$221kDetected 23 days ago
PythonSQLStatisticsForecastingExcelSASResearchCollaborationProblem SolvingCritical Thinking

About the role

  • Freddie Mac's Investment & Capital Markets (I&CM) Mortgage Assets & Risk Transfer Division is seeking a Quantitative Analytics Manager to join the Portfolio Performance Analytics (PPA) team.
  • This role applies quantitative analytics to influence business strategy and decision-making for both the Single-Family Guarantee and I&CM Retained portfolios.
  • The candidate will contribute to the development of innovative insights and tools that streamline mortgage portfolio analysis and inform critical business decisions.

Responsibilities

  • Contribute to the design of business initiatives and the development of new internal application tool functionalities by conducting in-depth research on data, P&L, model uses, and business execution.
  • Collaborate and partner with groups across data, modeling, financial engineering, and finance to support analytical needs.
  • This work involves portfolio simulation and scenario design, in-depth research, and portfolio analytics across capital, credit and market risk, P&L, and corporate models.
  • Freddie Mac partners with BountyJobs for contingency search business through outside firms.

Requirements

  • Doctorate degree with 3+ years of experience, or Master's degree with 5+ years of experience, in economics, quantitative finance, statistics, or a related quantitative field.
  • Ability to craft narratives around complex model, business, or performance topics, leveraging visualization and dashboards.
  • Critical thinking and problem-solving skills, with the ability to resolve complex business issues through creative solutions and gain buy-in from key stakeholders.
  • Ability to translate business requirements into analytical problems and communicate analytical results effectively in business terms.
  • Ability to multitask and work efficiently under tight deadlines.
  • Employees exercise this responsibility by executing against policies and procedures and adhering to privacy & security obligations as required via training programs.
  • Demonstrated management experience.
  • Deep understanding of credit risk, market risk, cash flow models, and the impact of mortgage credit and prepayment on mortgage valuations.
  • Preferred experience developing or validating credit risk and market risk analytics, financial forecasting, and/or quantitative risk models.
  • Ability to manage complex projects in collaboration with cross-functional colleagues.
  • Strong Python, SQL, SAS, and Excel skills.
  • Keys to Success in this Role:
  • Managerial skills to lead teams and manage projects across departments.
  • Current Freddie Mac employees please apply through the internal career site.
  • We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.

Compensation

  • This position has an annualized market-based salary range of $147,000 - $221,000 and is eligible to participate in the annual incentive program.

Benefits

  • If interested in learning more, please visit www.BountyJobs.com and register with our referral code: MAC.
  • Freddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs.
  • Information on these benefit programs is available on our Careers site.

Company info

  • At Freddie Mac, our mission of Making Home Possible is what motivates us, and it's at the core of everything we do.
  • Since our charter in 1970, we have made home possible for more than 90 million families across the country.
  • Join an organization where your work contributes to a greater purpose.
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This listing is sourced directly from Freddie Mac's careers page and normalized into a canonical job model.