Position Overview:Freddie Mac's Investment & Capital Markets (I&CM) Mortgage Assets & Risk Transfer Division is seeking a Quantitative Analytics Manager to join the Portfolio Performance Analytics (PPA) team. This role applies quantitative analytics to influence business strategy and decision-making for both the Single-Family Guarantee and I&CM Retained portfolios. The candidate will contribute to the development of innovative insights and tools that streamline mortgage portfolio analysis and inform critical business decisions. The candidate will also lead the team in delivering business analytics that enable effective business actions.
Your Impact:- Conduct analytics to monitor portfolio risk exposure using appropriate metrics, evaluate policy impacts on existing and new portfolios over specified time horizons, and assess the influence of model updates on business use.
- Contribute to the design of business initiatives and the development of new internal application tool functionalities by conducting in-depth research on data, P&L, model uses, and business execution.
- Collaborate and partner with groups across data, modeling, financial engineering, and finance to support analytical needs.
- Provide up-to-date views of portfolio performance under various economic scenarios. Produce standardized sensitivity reports by updating the scenario library, preparing parameter files, executing sensitivity runs, and generating final reports.
Qualifications:- Doctorate degree with 3+ years of experience, or Master's degree with 5+ years of experience, in economics, quantitative finance, statistics, or a related quantitative field.
- Demonstrated management experience.
- Deep understanding of credit risk, market risk, cash flow models, and the impact of mortgage credit and prepayment on mortgage valuations.
- Ability to craft narratives around complex model, business, or performance topics, leveraging visualization and dashboards.
- Preferred experience developing or validating credit risk and market risk analytics, financial forecasting, and/or quantitative risk models.
- Ability to manage complex projects in collaboration with cross-functional colleagues.
- Strong Python, SQL, SAS, and Excel skills.
Keys to Success in this Role:- Managerial skills to lead teams and manage projects across departments.
- Critical thinking and problem-solving skills, with the ability to resolve complex business issues through creative solutions and gain buy-in from key stakeholders.
- Ability to translate business requirements into analytical problems and communicate analytical results effectively in business terms.
- Ability to multitask and work efficiently under tight deadlines.
Current Freddie Mac employees please apply through the internal career site.Time-type:Full time
FLSA Status:Exempt
Freddie 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 Careers site.
This position has an annualized market-based salary range of $147,000 - $221,000 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.
