Lead Quantitative Risk Analytics Manager

Freddie Mac; McLean (VA); On-site; USD 161,000 - 241,000; Full time

Job summary

Freddie Mac is seeking a Quantitative Risk Analysis Manager to lead the Credit Analytics & Reporting team within the Single-Family division. You will oversee reporting and analytics on collateral offerings and provide model support to business users.

This role demands deep data expertise, proficiency with SQL, SAS, R or Python, and the ability to manage a small team, deliver monthly baseline reports, and present insights to stakeholders across the enterprise.

Qualifications

• Degree in Statistics, Economics, Finance, Mathematics, Computer Science, Data Science or related field.
• 5+ years of data analysis experience with SQL, SAS, R or Python.
• Mortgage industry experience or financial/credit analysis.

Responsibilities

• Lead a team of three to four people and drive monthly baseline reports.
• Interpret results related to collateral risk management and ensure proper controls.
• Perform ad-hoc analytics to support collateral policy and decision making.
• Cleanses, manipulates and analyzes large datasets using statistical software.
• Collaborate across teams to meet business objectives and communicate findings.

Skills

SQL

SAS

Python

R

Data analysis

Education

Degree in Statistics, Economics, Finance, Mathematics, Computer Science, Data Science or related field

Tools

SQL

SAS

Job description

Freddie Mac is seeking a Quantitative Risk Analysis Manager to lead the Credit Analytics & Reporting team within the Single-Family division. You will oversee reporting and analytics on collateral offerings and provide model support to business users.

This role demands deep data expertise, proficiency with SQL, SAS, R or Python, and the ability to manage a small team, deliver monthly baseline reports, and present insights to stakeholders across the enterprise.