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Position Overview:

Freddie Mac’s Investment & Capital Markets (I&CM) Mortgage Assets & Risk Transfer Division is in search of a Quantitative Analytics Senior to join the Portfolio Performance Analytics (PPA) team. This role involves applying quantitative analytics to influence business strategy and decision making. The candidate will be part of the team who contributes to the development of innovative insights and tools aimed at streamlining mortgage portfolio analyses and informing critical business decisions.

Our Impact:

The PPA team operates within the I&CM division. We play a pivotal role in optimizing key decisions affecting the Single Family Guarantee and Retained Portfolio. Our responsibilities encompass defining performance risk metrics, creating scenarios, forecasting performance and providing business recommendations to enhance our portfolio risk management and returns. This involves portfolio simulation and scenario design, in-depth research and portfolio analytics on capital, credit and market risks, P&L, and corporate models.

Your Impact:

• Conduct analytics on monitoring portfolio risk exposure through proper metrics, evaluating policy impacts on both existing and new portfolios over certain time horizons, and assessing influence of model updates on business use.

• Contribute to the design of business initiatives, and the development of new functionalities of internal application tools, by conducting in-depth research on data, P&L, model uses, and business executions.

• Collaborate and partner with various groups, spanning from data, modeling, financial engineering, and finance teams, to support the analytical needs. 

• Help to provide up-to-date views of the portfolio performance under various economic scenarios. Produce standardized sensitivity reports including updating the library of scenarios, preparing parameter files, executing sensitivity runs, and generating finale reports. 

Qualifications:

• Doctorate degree or Master’s degree  +3 years relevant experience in economics, quantitative finance, statistics, or a related quantitative field

• A deep understanding of credit risk, market risk, cash flow models, and the impact of mortgage credit and prepayment on mortgage valuations.

• Ability to craft narratives around complex model, business or performance topics, leveraging visualization and dashboards

• Preferred experience in developing/validating credit risk and market risk analytics, financial forecasting, and/or quantitative risk models. 

• Ability to work collaboratively with cross-functional colleagues

• Strong Python, SQL, SAS and Excel skills.

Keys to Success in this Role:

• Critical thinker and problem solver. Ability to resolve complex business issues through creative solutions and gain buy-in from key stakeholders.
• Capability to translate business requirements into analytical problems and effectively communicate analytical results in business terms.
• Ability to multitask and work efficiently under tight deadlines.

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.

A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regulatory mandates, and using best practices to protect Freddie Mac from potential threats and risk. Employees exercise this responsibility by executing against policies and procedures and adhering to privacy & security obligations as required via training programs.

CA Applicants:  Qualified applications with arrest or conviction recor