Employees, contingent workers and visitors are no longer required to show proof of vaccination to be on-site. Effective January 2023, Freddie Mac’s hybrid work arrangement is 3 days in the office (specifically Tuesday, Wednesday & Thursday).

Position Overview:

Freddie Mac’s Investments & Capital Markets (ICM) Division is currently seeking an Quantitative Analytics Manager who will be responsible for the development and execution of quantitative/analytic models and applications in support of business and risk decisions.

Our Impact:

Models developed by our team are used by Freddie Mac’s business areas for decision making on trading activities and portfolio management. While trading and portfolio management are essential business of the company, we play a key role in facilitating the fulfillment of the company's mission.

Your Impact:

• Developing quantitative analytical models for market and credit risks of new and existing financial and mortgage products/portfolio

• Providing resolutions to an extensive range of complicated problems; solutions are innovative, thorough, and practicable

• Implementing strategic policies when selecting methods, techniques, and evaluation criteria for obtaining results

• Reviewing and updating model documentation (model performance, developer guide, policy documents, etc.); developing validation reports based on rigorous theoretical and analytical reviews of models

• Providing modeling and analytical assistance to ICM, functioning as day-to-day technical/model expert

• Providing guidance to subordinates within the latitude of established company policies. Acting as an advisor to subordinates to meet schedules and/or resolve technical problems as well as developing and administering performance requirements

• Managing the coordination of the activities of a section or department. Often must lead a cooperative effort among members of a project team

Qualifications:

• At least 5 years of financial modeling related work experience and an advanced degree (PhD preferred) in Finance, Mathematics, Statistics, Engineering, or a directly related quantitative field

• Programming experience with Matlab, Python, SQL, Excel/VBA

• Familiar with regression models, stochastic process modeling, and Monte-Carlo simulation

• Experience in working with interest rate and derivative valuation models/techniques

Keys to Success in this Role

Preferred Skills:

• Exceptional quantitative, empirical analysis, and research skills

• Good communication, interpersonal, and leadership skills

• Counterparty credit risk modeling experience

• Data science and programming experience with SAS

• Experience with valuation and risk analytics of fixed-income products, especially mortgage backed securities

• Experience with mortgage risk transfer, mortgage insurance and counterparty exposure

Current Freddie Mac employees please apply through the internal career site.

Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you’ll do important work for the housing finance system and make a difference in the lives of others.

We are an equal opportunity employer and value diversity and inclusion at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, disability status or any other characteristic protected by applicable law. We will ensure that individuals with differing abilities are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation.

Notice to External Search Firms: Freddie Mac partners with BountyJobs for contingency search business through outside firms. Resumes received outside the BountyJobs system will be considered unsolicited and Freddie Mac will not be obligated to pay a placement fee. If interested in learning more, please visit www.BountyJobs.com and register with our referral code: MAC.

Freddie Mac provides anticipated base salary ranges where required by law.