Quantitative Analytics Sr

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. Job Description: - 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 relative risks of each product within the portfolio. - Plan, execute, and document analysis of complex financial models. - 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, establish performance thresholds, research mo...