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Quantitative Analytics Tech Lead Jobs

Freddie Mac

Onsite

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.<h2>Position Overview:</h2>Freddie Mac’s Enterprise Risk Division is currently seeking a Quantitative Analytics Tech Lead to join the Single Family Acquisition Credit Risk team. The Tech Lead will be responsible for oversight, planning, executing, and documenting risk assessment of sophisticated financial models, methods, credit policies related to SF acquisition. Provides innovative, detailed and practical solutions to an extensive range of challenging problems. Work on complex issues where analysis of situations or data requires an in-depth knowledge of the company.<h2>Our Impact:</h2>The SF Acquisition Credit Risk team provides independent assessments of material Single-Family acquisition credit risks, and using our robust business sense, collaboration and focused analytics, we support Freddie Mac’s balance of credit risk and mission objectives within the defined risk appetite.<h2>Your Impact:</h2><ul><li>Ensuring analysis and framework used in the Single-Family (SF) acquisition and regulatory submission capture all risks appropriately</li><li>Assisting and advising senior management in their decision making by providing quantitative and analytical support</li><li>Providing risk assessments related to SF credit risk models, credit policies and underwriting quality controls</li><li>Monitoring emerging risks, market trend and external research to provide effective challenge to the SF business area</li></ul><h2>Qualifications:</h2><ul><li>Doctorate degree plus 3 years of working experience (or Master&#39;s degree with 5 years of equivalent work experience) in quantitative finance, statistics or a related quantitative field of studies.</li><li>Coursework or work experience applying predictive modeling techniques, valuation approaches, and risk measurements from finance, statistics, economics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include—but is not limited to—statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.</li><li>Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include—but are not limited to—Python, R, SQL and SAS. Proficiency in programming languages such as Python, R, SAS</li><li>Advanced degree in Economics, Statistics, Mathematics or related fields</li><li>Experience with consumer credit risk models, scorecards, credit bureau data and model, swap analysis</li><li>Ability to translate complex statistical models and methodologies into simple business terms</li><li>Mortgage industry experience in risk management and risk analytics</li></ul><h2>Keys to Success in this Role:</h2><ul><li>Innovative and out of box thinker</li><li>Deep curiosity to learn with critical thinking.</li><li>Strong collaboration, excellent planning and communication skills</li><li>Seek and Embrace Change – Continuously improve work processes rather than accepting the status quo</li><li>Growth and Development – Know or learn what is needed to deliver results and successfully compete</li></ul>Current Freddie Mac employees please apply through the internal career site.We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals 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.A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regulatory mandates, and using best practices to protect Freddie Mac from potential threats and risk. Employees exercise this responsibility by executing against policies and procedures and adhering to privacy &amp; security obligations as required via training programs.CA Applicants:  Qualified applications with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act.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 <a target="_blank" href="http://www.bountyjobs.com/">www.BountyJobs.com</a> and register with our referral code: MAC.Time-type:Full timeFLSA Status:ExemptFreddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our <a href="https://careers.freddiemac.com/us/en/benefits" target="_blank">Careers</a> site. This position has an annualized market-based salary range of $144,000 - $216,000 and is eligible to participate in the annual incentive program. The final salary offered will generally fall within this range and is dependent on various factors including but not limited to the responsibilities of the position, experience, skill set, internal pay equity and other relevant qualifications of the applicant.

Doctorate +3 years or Master +5 years in quantitative finance, statistics or related field; strong predictive modeling, risk measurement; programming in Python/R/SQL/SAS; experience with consumer credit risk models and mortgage risk.

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.<h1>Position Overview:</h1>The Enterprise Counterparty Credit Risk (“ECCR”) Oversight group in the Enterprise Risk serves as the second line of defense for counterparty credit risks emerging in the SF, I&amp;CM and MF businesses. ECCR performs an independent assessment of counterparty risk activities, leads the development of risk appetite frameworks, and works with the business divisions in development of risk rating and measurement methodologies. We are seeking a highly technical and analytical Counterparty Risk Management person to join our Risk Management team. In this pivotal role, you will be responsible for developing, enhancing, and executing the quantitative analytics used to assess and monitor the credit risk of our diverse counterparty portfolio. This portfolio includes traditional banking institutions, mortgage insurance (MI) providers, and seller/servicers. Your work will be data-driven, requiring robust technical skills to model financial health, estimate potential exposure, and ensure the resilience of our operations against counterparty default.<div></div><h1>Your Impact:</h1>Analytics<ul><li>Assess and enhance quantitative models used to estimate Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) for counterparties including banks, MIs, and seller/servicers.</li><li>Conduct deep-dive financial statement analysis, including ratio analysis, cash flow modeling, and capital adequacy assessment.</li><li>Analyze and integrate external credit ratings, market-based signals (CDS spreads, equity volatility), and internal risk metrics to form a holistic risk view.</li><li>Conduct stress testing and scenario analysis to assess the potential impact of economic downturns on counterparty portfolios.</li><li>Research methodologies for risk rating, exposure measurement by reviewing publications such as default studies, regulatory practices, and other available literature through rating agencies.</li><li>Assist in performing in-depth data driven analysis, which entails a deep dive into risk trends, changes in internal and external factors that support ERM’s independent assessment.</li><li>Assist in performing use assessments of counterparty risk models</li></ul><div></div>Portfolio Risk Oversight<ul><li>Lead independent oversight and assessment of counterparty credit risk management strategies and activities and document results</li><li>Evaluate new business initiatives and evolving business practices for counterparty credit risks</li><li>Identify and communicate significant risks and issues (“credible challenge”) to the Enterprise Risk Officer and first line business management; monitor risk response and resolution activities</li><li>Build strong partnerships with first line counterparts and across Enterprise Risk Management</li></ul><div></div><h1>Qualifications:</h1><ul><li>PhD in economics, finance, statistics, or related quantitative discipline with 3&#43; years experience, or Master’s with 5&#43; years relevant experience.</li><li>Experience in counterparty credit risk or mortgage credit risk. Demonstrated expertise in counterparty financial analysis or mortgage credit analysis.</li><li>Data Skills: Expert-level proficiency in SQL for querying large databases. Tableau or other analytical tools to analyze data.</li></ul><ul><li>Strong understanding of financial statements, credit risk metrics, and capital markets.</li><li>Excellent verbal and written communication skills with the ability to communicate complex information to a variety of audiences, including senior management.</li></ul><ul><li>Demonstrated working knowledge of AI‑enabled tools and technologies, with the ability to apply them to improve efficiency, productivity, and quality of work.</li><li>Experience using AI tools responsibly to support data analysis, content development, research, decision‑making, or process optimization.</li></ul><h1>Keys to Success in this Role:</h1><ul><li>Excellent analytical skills. Ability to perform empirical analysis and synthesize information for stakeholders, including senior management</li><li>Execution focused, with demonstrated initiative and personal accountability</li><li>Strong consultation and influencing skills</li><li>Ability to work with and collaborate across the team and where silos exist</li><li>Ability to work independently and adapt in a changing environment</li><li>Curiosity to learn and challenge the status quo</li></ul>Current Freddie Mac employees please apply through the internal career site.We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals 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.A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regulatory mandates, and using best practices to protect Freddie Mac from potential threats and risk. Employees exercise this responsibility by executing against policies and procedures and adhering to privacy &amp; security obligations as required via training programs.CA Applicants:  Qualified applications with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act.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 <a target="_blank" href="http://www.bountyjobs.com/">www.BountyJobs.com</a> and register with our referral code: MAC.Time-type:Full timeFLSA Status:ExemptFreddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our <a href="https://careers.freddiemac.com/us/en/benefits" target="_blank">Careers</a> site. This position has an annualized market-based salary range of $144,000 - $216,000 and is eligible to participate in the annual incentive program. The final salary offered will generally fall within this range and is dependent on various factors including but not limited to the responsibilities of the position, experience, skill set, internal pay equity and other relevant qualifications of the applicant.

PhD in economics, finance, statistics, or related field with 3+ years, or Master’s with 5+ years; counterparty credit risk experience; strong SQL and data visualization skills; excellent communication.

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.<h1>Position Overview:</h1>Freddie Mac’s Enterprise Risk Division is currently seeking a Quantitative Analytics Teach Lead to join the Enterprise Model Risk Group. The Enterprise Model Risk Group is responsible for model risk oversight including development, validation, implementation and monitoring models across multiple risk areas. The team is primarily responsible for validating key models used by the Single-Family Business Division. The models subject to review include origination scorecard model, Automated Valuation model, and credit loss models.<h1></h1><h1>Our Impact:</h1>Freddie Mac is leading the U.S housing market forward by making homeownership and rental housing more accessible and affordable.<h1></h1><h1>Your Impact:</h1><ul><li>Perform comprehensive validation of Single-Family Models in accordance with applicable Freddie Mac Policy and Standards and Regulatory requirements.</li><li>Review appropriate controls for associated model overlays, processes and applications that may include expert judgment or qualitative factors.</li><li>Recommend, as appropriate, the approval or disapproval of models, overlays, processes, and applications, and raise findings tied to weaknesses as determined by independent effective challenge.</li><li>Ensure conformance to internal control standards for associated model validation processes.</li><li>Interact effectively with model developers, implementers and users, business stakeholders, and governance committees to manage model validations, including operational management of associated model risk processes, and ensure compliance with Model Risk Policy and Standards</li><li>Participate in and support audit and regulatory engagements, including remediation activities related to model risk.</li><li>Conduct ongoing monitoring and validation activities to support conformance to appropriate risk appetite and KRI metrics.</li><li>Engage with model governance and reporting functions, and other model validation groups, and support model risk activities.</li><li>Build strong relationships and consensus across the lines of defense on model validation matters, aligning conflicting priorities and resolving issues to achieve progress.</li></ul><h1></h1><h1>Qualifications:</h1><ul><li>PhD in economics, finance, statistics, or related quantitative discipline with 3&#43; years&#39; experience, or Master’s with 5&#43; years relevant experience.</li><li>Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, and computer programming to large datasets. Qualifying coursework may include statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modeling.</li><li>Experience in regulated financial services institutions preferred.</li></ul><h1></h1><h1>Keys to Success in this Role:</h1><ul><li>Deep intellectual curiosity to explore new methods and acquire techniques beyond one’s own expertise.</li><li>Ability to translate analytical results into actionable insights that inform strategy and business direction.</li><li>Proficiency in machine learning and AI techniques.</li><li>Strong technical and programming skills for processing large datasets and building/validating complex models.</li><li>Superior technical writing and verbal communication skills.</li><li>Excellent organizational skills and ability to manage multiple priorities</li></ul>Current Freddie Mac employees please apply through the internal career site.We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals 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.A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regulatory mandates, and using best practices to protect Freddie Mac from potential threats and risk. Employees exercise this responsibility by executing against policies and procedures and adhering to privacy &amp; security obligations as required via training programs.CA Applicants:  Qualified applications with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act.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 <a target="_blank" href="http://www.bountyjobs.com/">www.BountyJobs.com</a> and register with our referral code: MAC.Time-type:Full timeFLSA Status:ExemptFreddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our <a href="https://careers.freddiemac.com/us/en/benefits" target="_blank">Careers</a> site. This position has an annualized market-based salary range of $144,000 - $216,000 and is eligible to participate in the annual incentive program. The final salary offered will generally fall within this range and is dependent on various factors including but not limited to the responsibilities of the position, experience, skill set, internal pay equity and other relevant qualifications of the applicant.

Quantitative Analytics Tech Lead – Model Validation

PhD in economics, finance, statistics, or related quantitative field with 3+ years experience, or Master’s with 5+ years; experience applying predictive modeling to large datasets; regulated financial services preferred.

Freddiemac

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.<h1>Position Overview:</h1>Freddie Mac’s Enterprise Risk Management Division is currently seeking a Quantitative Analytics Tech Lead to join the Enterprise Model Risk Department. The Enterprise Model Risk Department is responsible for model risk oversight. This Quantitative Analytics Tech Lead will be a member the MF model validation team. The main responsibility of the team is to provide oversight and manage risks associated with the use of models in Freddie Mac&#39;s Multifamily business. Apply now and learn why there’s #MoreAtFreddieMac!<h2></h2><h1>Our Impact:</h1>The team is responsible for validation of models for the Multifamily business and related corporate functions, including related model risk management activities throughout the model life cycle.<h2></h2><h1>Your Impact:</h1><ul><li>Effectively interact with model developers, users, business stakeholders, and model governance team to manage model validations, including operational management of associated model risk processes, and ensure compliance with Model Risk Policy and Standards</li><li>Assess reasonableness of credit risk models used for Multifamily mortgagesConduct research on improvements to the existing models, and applying industry standard methodologies and techniques to meet various business needs</li><li>Provide innovative, detailed and practical solutions to an extensive range of complicated modeling problemsPreparing documentation for the technical analysis and rationale through the model validation process to comply with model oversight and support model review for approval.</li></ul><h2></h2><h1>Qualifications:</h1><ul><li>PhD in Economics, Statistics, or a related quantitative field with at least 3 years of related post-graduate work experience related to model development or validation; or master&#39;s degree with at least 6 years of related experience.Strong programming skills in Python and SQL. Experience working with large data sets and relational database Experience. Comprehensive knowledge of mortgage or consumer credit risk models and prepayment models.</li><li>Multifamily model development or Multifamily model risk validation experience highly preferred.</li></ul><h2></h2><h1>Keys to Success in this Role:</h1><ul><li>Deep curiosity to learn with critical thinking.</li><li>Strong verbal and written communication skills.</li><li>Ability to work under limited direction independently to identify issues and solve problems.</li></ul>Current Freddie Mac employees please apply through the internal career site.We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals 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.A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regulatory mandates, and using best practices to protect Freddie Mac from potential threats and risk. Employees exercise this responsibility by executing against policies and procedures and adhering to privacy &amp; security obligations as required via training programs.CA Applicants:  Qualified applications with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act.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 <a target="_blank" href="http://www.bountyjobs.com/">www.BountyJobs.com</a> and register with our referral code: MAC.Time-type:Full timeFLSA Status:ExemptFreddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our <a href="https://careers.freddiemac.com/us/en/benefits" target="_blank">Careers</a> site. This position has an annualized market-based salary range of $144,000 - $216,000 and is eligible to participate in the annual incentive program. The final salary offered will generally fall within this range and is dependent on various factors including but not limited to the responsibilities of the position, experience, skill set, internal pay equity and other relevant qualifications of the applicant.

Quantitative Analytics Tech Lead (Multifamily business)

PhD or Master’s in Economics/Statistics or related field with 3+ years (PhD) or 6+ years (Master) in model development or validation; strong Python and SQL; experience with large datasets; knowledge of mortgage/credit risk models; Multifamily model risk validation preferred.

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