Credit Risk Modeling & Analytics Expert

Freddie Mac; McLean (VA); On-site; USD 105,000 - 157,000; Full time

Job summary

Freddie Mac in McLean, VA is seeking a Quantitative Analytics Professional to join the Single-Family Credit Analytics, Reporting and Decision Strategy group. You will work on validating statistical models and methodologies used in decision making for the Single Family guarantee business.

You will enhance SF models, develop governance processes, and collaborate to improve data quality and forecasting of credit losses, supporting loan acquisition decisions.

Qualifications

• Master’s degree in a quantitative field with coursework in statistics and finance.
• Experience applying predictive modeling techniques to large datasets.
• Programming skills in Python, R, SQL, Java, SAS, or MATLAB.
• Knowledge of Monte Carlo methods, Bayesian methods, and optimization.

Responsibilities

• Ensure reasonableness and consistency of statistical models and analytics.
• Oversee model development, testing, and documentation.
• Prepare model tracking reports for SF Acquisition.
• Provide insights on default and prepayment modeling frameworks.
• Collaborate across teams to ensure data quality and governance.

Skills

Analytical mindset

Team collaboration

Communication skills

Interpersonal flexibility

Intellectual curiosity

Problem solving

Education

Master's degree in quantitative finance, statistics or related field

Tools

Python

R

SQL

Java

SAS

MATLAB

Job description

Freddie Mac in McLean, VA is seeking a Quantitative Analytics Professional to join the Single-Family Credit Analytics, Reporting and Decision Strategy group. You will work on validating statistical models and methodologies used in decision making for the Single Family guarantee business.

You will enhance SF models, develop governance processes, and collaborate to improve data quality and forecasting of credit losses, supporting loan acquisition decisions.