Quantitative Analytics Professional A at Freddie Mac in McLean, VA

Summary: Freddie Mac is dedicated to making home possible for millions of families across the country. The Quantitative Analytics Professional A will develop and analyze quantitative models to assess market, credit, and operational risks of financial and mortgage products, supporting business and risk decisions. Responsibilities: - Develop and/or analyze quantitative models that assess the market, credit and/or operational risks of new and existing financial and mortgage products or portfolios to support business and risk decisions - Develop strategies to analyze and interpret output of models or analytic applications, which assess things such as default losses and required capital of the portfolio - Plan, execute, and document analysis of complex financial models and provide support to the use of model applications - May provide portfolio risk assessments based on findings. May provide modeling and analytical assistance to a line of business or product area, functioning as day-to-day technical expert - Evaluate and manage risks associated with the company's models, including models of defaults, security valuation, prepayments, loan scoring and others - May perform detailed model validation reviews, establishing performance thresholds, researching model approaches, creating alternative models and other means - Provide innovative, thorough, and practical solutions to an extensive range of demanding problems, including analyses of relative value Required Qualifications: - Master's degree or foreign equivalent degree in Applied mathematics, economics, physics, finance, business analytics, engineering, statistics, computer science, or related quantitative discipline - Demonstrated knowledge of using and applying predictive modeling standard principles, theories, concepts, and techniques - Demonstrated knowledge of programming in SAS, Python, or R - Demonstrated knowledge of mortgage portfolio credit risk Required Skills: Predictive Modeling, SAS Programming, Python Programming, R Programming, Mortgage Portfolio Credit Risk Benefits: Competitive compensation, Market-leading benefit programs