Freddie Mac
Financial Services
QuantitativeAnalyticsTechLead–EconomicModeling
Neural analysis suggests this role is
optimal for Lead candidates.
“Quantitative Analytics Tech Lead – Economic Modeling at Freddie Mac. Skills: Quantitative Analytics, Economic Modeling, Model Development, Portfolio Analysis, Model Governance. Develop and enhance mortgage prepayment, default and severity models for portfolio management. Conduct quantitative analysis to support valuation and hedging of mortgage products”
Industry & Context.
Independently determining and developing approach to solutions
What They're Looking For.
Must Have
Doctorate degree plus 3 years of working experience (or Master's degree with equivalent 5 years of working experience) in statistics, data science or a related quantitative field, Programming skills in one or more of Python, R, SAS or related languages, Experience working with large data sets and relational database
Nice to Have
5+ years of relevant experience applying predictive modeling techniques or data analytics to large datasets, Post-graduate work experience in mortgage valuation and statistical modeling, Experience in statistical model development and implementation
What You'll Do.
Develop and enhance mortgage prepayment
default and severity models for portfolio management
Conduct quantitative analysis to support valuation and hedging of mortgage products
Develop mortgage valuation model
Conduct portfolio analysis to support trading and hedging activities
Develop and enhance valuation processes and risk metrics for our retained portfolio of mortgage products
Conduct sensitivity analysis and impact assessment for model updates and changes in model inputs
Prepare model documentation
Conduct thorough model validation tests
Develop on-going performance monitoring and threshold methodology
Provide analytics support for trading and hedging activities
How You'll Work.
Team & Collaboration
Build trust and partnerships within the good team player
Communication Scope
Good communication skills
Full Job Description
At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. # **Position Overview:** Freddie Mac’s Investments & Capital Markets (I&CM) Division is seeking a Quantitative Analytics Tech Lead to join the Models & Analytics group to develop and enhance mortgage prepayment, default and severity models for portfolio management. The team is responsible for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products. # **Our Impact:** The Modeling and Analytics group in Freddie Mac's Investments and Capital Markets division develops financial and statistical models that are used for valuation and risk analytics purposes. # **Your Impact:** Freddie Mac’s Investments & Capital Markets (I&CM) Division is seeking a Quantitative Analytics Tech Lead to join the Models & Analytics group to develop and enhance mortgage prepayment, default and severity models for portfolio management. The team is responsible for developing models and conducting quantitative analysis to support valuation and hedging of mortgage products. # **Our Impact:** The Modeling and Analytics group in Freddie Mac's Investments and Capital Markets division develops financial and statistical models that are used for valuation and risk analytics purposes. # **Your Impact:** The successful candidate will contribute to the development of mortgage valuation model and conduct portfolio analysis to support trading and hedging activities. **Your Work Falls Into Four Primary Categories:** _Model Development and Research_ • Developing mortgage prepayment, default and severity models that assess market risk of mortgages, mortgage backed securities, and senior-sub structured products • Applying statistical modeling and big data analytics tools
Applying for this Quantitative Analytics Tech Lead – Economic Modeling role?
Most applicants get filtered before a human reads their resume. See if yours makes the cut.
How to Apply on Workday
- Workday has a multi-step form — save your progress after every section.
- "Apply With LinkedIn" can fail or lose data; manual entry is more reliable.
- Watch for the "Submit for Review" final step — hitting "Save" alone does not submit.
- Job requisition numbers are useful when following up with HR by email.
ANONYMOUS · UNFILTERED
What do employees actually say about Freddie Mac?
Real rants from real employees. Read before you apply.