Quantitative Analytics Tech Lead — Mortgage Modeling & Risk

Freddie Mac; McLean (VA); On-site; USD 144,000 - 216,000; Full time

Job summary

Freddie Mac is seeking a Quantitative Analytics Tech Lead in McLean, VA to advance mortgage valuation models and portfolio analysis. You will contribute to model development, risk analytics, and hedging strategies for mortgage products.

Lead research, apply survival analysis and big data tools (Spark, AWS), and collaborate with cross‑functional teams to support trading and risk management.

Qualifications

• PhD or Master’s with substantial quantitative work in statistics, data science, or related field.
• 5+ years applying predictive modeling or data analytics to large datasets preferred.
• Post-graduate work in mortgage valuation and statistical modeling.
• Proficient in Python, R, SAS or related languages.

Responsibilities

• Model Development and Research: develop mortgage prepayment, default, and severity models for market risk.
• Portfolio Analysis: enhance valuation processes and risk metrics for mortgage products.
• Model Governance: prepare documentation and validation tests; monitor model performance.
• Business Support: provide analytics support for trading and hedging activities.

Skills

Python

R

SAS

Big data analytics

Survival analysis

Mortgage valuation

Education

Doctorate degree in statistics, data science or related field

Master's degree with equivalent 5 years of experience

Tools

Apache Spark

AWS

Job description

Freddie Mac is seeking a Quantitative Analytics Tech Lead in McLean, VA to advance mortgage valuation models and portfolio analysis. You will contribute to model development, risk analytics, and hedging strategies for mortgage products.

Lead research, apply survival analysis and big data tools (Spark, AWS), and collaborate with cross‑functional teams to support trading and risk management.