Freddie Mac logo
Freddie MacPosted 4 weeks ago

Quantitative Analytics Senior (Credit Risk Modeling)

$126,000–$190,000 year

On-siteMcLean, Virginia, United States

Full TimeSenior LevelDoctorate Or Professional DegreeLarge

Job Summary

Develop and execute statistical models and applications to support business and risk decisions for the single-family mortgage portfolio. Build, validate, and test loss forecasting models, back tests, and stress tests while researching improvements to existing methodologies. Provide day-to-day technical specialist support for credit risk modeling, including econometric and machine learning techniques for new and existing financial products. Prepare documentation for model oversight and review to ensure compliance with regulatory standards.

Required Qualifications

  • PhD in Economics, Statistics, Math, Computer Science or a related quantitative field
  • Master's degree with at least 3 years of related post-graduate work experience
  • Strong programming skills in Python, SQL, SAS and Unix
  • Experience with programming language such as R, VBA, Java or C++
  • Experience working with large data sets and relational database
  • Experience working with mortgage or consumer credit risk models, prepayment models and severity models
  • Experience with competing-risk hazard models, transition models, loss forecasting and stress testing
  • Experience in data science, machine learning and related technologies
  • Outstanding quantitative, empirical analysis, and research skills
  • Solid understanding of econometric models, tools and techniques
  • Strong programming skills

Hiring someone like this?

Get your role in front of qualified candidates on Sorce.

Get started

Apply to this job in one click with Sorce

Apply on Sorce