Risk Appetite and Capital Director

 •  Freddie Mac Mc Lean, VA

11 - 15 years experience  •  Financial Services

Salary depends on experience
Posted on 11/23/17
Mc Lean, VA
11 - 15 years experience
Financial Services
Salary depends on experience
Posted on 11/23/17

Responsibilities Include:
* Own Single Family Division’s Capital Measurement
o Develop capital measurements and ensure implementation in business decision making
o Compare regulatory capital to internal measures, propose to 2nd line and our regulator adjustments to existing capital treatments
* Own Single Family Division’s Risk Appetite framework
o Develop and implement processes to evaluate and manage SF risk appetite
o Assist in integrating counterparty risk appetite with overall framework, as applicable
* Review and analyze portfolio dynamics across Loss Reserves, P&L Forecasts, Regulatory Capital, Internal Capital, and Transaction-level Return on Equity with a goal of bringing clarity and consistency of approaches and assumptions, where practical
o Perform Significant User role of key models that drive capital (House Price and Costing models)
* Develop portfolio analytics to forecast key metrics for next 5 years, and assess key sensitivities to economic conditions and management actions. Use analytics to help influence business strategy choices
* Provide input and review capital and portfolio reporting performed by Finance for impact to business decisions
* Evaluate Disaster risks (Hurricanes, Earthquakes, Floods, and other natural disasters) and impact to portfolio
* Prepare periodic briefing for senior management and formal risk/capital committees to present scenarios and proposed changes
* Lead team to perform above functions


* 10-15 years in Financial services industry performing analytical roles covering consumer credit risk over portfolios of several $billion. Typical experiences will cover credit risk reporting, forecasting, pricing, capital, underwriting.
* 4+ plus years of management experience; Demonstrated ability to lead teams of analytics professionals
* Bachelor’s / Master’s degree in a quantitative field (typically Finance, Engineering, Business)
* Requires deep quantitative expertise to analyze distribution of risks through economic cycles, correlations, recoveries, counterparty impacts, default and interest rate risks
* Requires strong ability to work closely with modelers to build, evaluate and use models with high degree of detailed understanding (for example, rating agency models)
* Regularly interacts with senior management or executive levels on matters concerning several functional areas, divisions, and with regulators. Requires the ability to change the thinking of, or gain acceptance from, others in sensitive situations.
* Collaboration skills to navigate, influence and challenge


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