Freddie Mac

Freddie Mac

Quantitative Analytics Tech Lead –Credit Risk Analytics

McLean, VA · Full-time

Sponsorship not specified$144k-$216kDetected 42 days ago
PythonAlgorithmsSQLSnowflakeMachine LearningData ScienceData VisualizationStatisticsExcelCommunicationCollaborationProblem SolvingCritical ThinkingPublic SpeakingUnderwriting

About the role

  • In this role you will advance Enterprise Risk's assessment of Multifamily credit risk through novel use of data and analytics.
  • This work will leverage advanced analytics to measure past performance of the portfolio, to assess the impact of macroeconomic and other risk drivers, and quantify the risk of new business.
  • You will study Multifamily credit models and evaluate their use in various business applications, and you will provide feedback and effective challenge to improve Multifamily credit risk measurement and risk management across the Enterprise.

Responsibilities

  • Strong relationship-building skills to facilitate collaboration and improved risk management across the enterprise
  • Ability to work both independently and collaboratively, seeking timely feedback on work and providing support to the team
  • As Lead- Multifamily Credit Risk Analytics, you will:
  • Develop and maintain analytical frameworks to assess Multifamily loan performance and underwriting policies
  • Conduct scenario analysis to support assessment of credit policy changes and for the ongoing support of the company's risk appetite
  • Communicate and collaborate across teams both within the Enterprise Risk Division and with first line partners in the Multifamily business. Present analysis to senior leaders and to internal and external stakeholders
  • Establish governance, policies, and standards that define how the company manages financial risks to support safety and soundness
  • Freddie Mac partners with BountyJobs for contingency search business through outside firms.

Requirements

  • PhD in economics, finance, statistics, or related quantitative discipline with 3+ years' experience, or Master's with 5+ years relevant experience.
  • Experience in multifamily lending, with working knowledge of key underwriting concepts
  • Expertise in credit risk and credit loss estimation, including working knowledge of common modeling approaches
  • Strong decision-making skills with the ability to work under pressure effectively to resolve critical issues
  • Experience with analyzing large and complex data sources and conducting analysis using software and tools (e.g., Python, R, SQL, Snowflake).
  • Experience presenting analysis, including preparation of charts and graphs (e.g., Tableau, Excel)
  • Excellent verbal and written communication skills with the ability to communicate complex information to a variety of audiences, including senior management and regulators, in a clear and actionable manner
  • Demonstrated track record of managing large-scale and complex projects and evidence of success in both independent work and team collaboration
  • Excellent quantitative, analytical, problem-solving, and critical thinking skills with an ability to explore and leverage new technical skills when needed
  • Proven ability to analyze risk using quantitative and qualitative information.
  • Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large datasets. Qualifying coursework may include statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling
  • Experience with analyzing large and complex data sources and conducting analysis using software and tools (e.g., Python, R, SQL, Snowflake). Experience presenting analysis, including preparation of charts and graphs (e.g., Tableau, Excel)

Skills

  • Identify trends and emerging risks in Multifamily lending through analysis of both internal and external data and information
  • Evaluate and monitor the company's risk appetite metrics and KRIs

Compensation

  • This position has an annualized market-based salary range of $144,000 - $216,000 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.
  • Enhance the team's risk assessment capability by building subject matter expertise in risk models, statistical methods, machine learning and AI capabilities, credit policy, credit risk, and technical data skills

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.
  • The Financial Risk team within the Enterprise Risk Division is responsible for oversight and effective challenge of the company's most important risks, including credit, market, and liquidity risks.
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This listing is sourced directly from Freddie Mac's careers page and normalized into a canonical job model.