Quantitative Analytics Senior
$126k/y-$190k/y
Freddie MacHighlight
OnsiteFull-timeMid
Summary
Freddie Mac is seeking a Quantitative Analytics Senior to join their team in McLean, VA. The role involves the development and execution of statistical models and applications to support business and risk decisions.
About the Role
As a Quantitative Analytics Senior, you will be responsible for developing analytical methods and models to assess credit risk for financial and mortgage products. You will provide innovative solutions to complex problems, validate forecasting models, conduct economic tests, and prepare documentation for model oversight. The position requires independent problem-solving and coordination of model testing and implementation.
About You
Required:- PhD in Statistics, Math, Economics, Computer Science, or a related field; or a Master's degree with at least 3 years of experience in model development.
- Strong programming skills in SAS, Python, SQL, and Unix.
- Experience with large data sets and relational databases.
Preferred:- Experience with mortgage or consumer credit risk models, prepayment models, and severity models.
- Familiarity with competing-risk hazard/transition modeling and loss forecasting processes.
- Experience in data science, machine learning, and related technologies.
Benefits
- Competitive compensation with an annualized salary range of $126k–$190k and eligibility for an annual incentive program.
- Comprehensive total rewards package including market-leading benefit programs.