Quantitative Analytics Senior

Federal Home Loan Mortgage Corporation
McLean, United States of America
4 days ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English
Experience level
Senior
Compensation
$ 190K

Job location

McLean, United States of America

Tech stack

Artificial Intelligence
Bioinformatics
C++
R
Python
Machine Learning
Monte Carlo Methods
SAS (Software)
SQL Databases
Data Processing
Programming Languages

Job description

Freddie Mac's Single Family Division is currently seeking an Quantitative Analytics senior. In this role, you will be responsible for the development and execution of quantitative analytic models and applications in support of business and risk decisions as a member of the back-end modeling team within Single Family Modeling. Areas will include: loan modification, short sale, foreclosure sale auction, distressed property valuation and pricing., We are responsible for developing Single Family portfolio credit risk management models in the area of servicing and liquidation. These are directly applicable to the $3 trillion Single Family credit portfolio, delinquent loans and distressed assets., * Developing analytical methods and models that assess the credit risk of new and existing financial and mortgage products

  • Providing resolutions to an extensive range of complicated problems; solutions are innovative, thorough, and practicable
  • Providing modeling and analytical support to a line of business or product area
  • Working under limited direction, independently determining and developing approach to solutions.

Requirements

  • PhD in economics, finance, statistics, or a related quantitative discipline, or Master's degree with 3+ years of relevant experience.
  • Strong expertise in predictive modeling, econometrics, optimization, machine learning, and/or Monte Carlo simulation methods.
  • Proficiency in one or more programming languages such as Python, R, C++, SQL, or SAS
  • Ability to perform independent model development, data processing and cleaning
  • Demonstrated knowledge of AI tools and technologies, with a strong commitment to continuous learning and staying up-to-date with advancements in artificial intelligence, * Training and experience with credit risk models
  • Collaborative and professional approach working in a team setting

Benefits & conditions

Freddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our Careers site.

This position has an annualized market-based salary range of $126,000 - $190,000 and is eligible to participate in the annual incentive program. The final salary offered will generally fall within this range and is dependent on various factors including but not limited to the responsibilities of the position, experience, skill set, internal pay equity and other relevant qualifications of the applicant.

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