Freddie Mac Quantitative Analytics Mgr in McLean, Virginia


Work Location:

McLean, VA 4

FLSA Status:


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Full Time/Part Time:


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Position Overview:

The economic capital team in Enterprise Risk Management is seeking a strong quantitative candidate. The incumbent will be responsible for research, development and maintenance of various capital models and methodologies to support risk management decision and numerous business initiatives.


• Research, develop, use, or review economic capital model or methodology, regulatory capital framework, with a focus on mortgage credit risk and valuation. Keep advancing the capital framework to address both business and risk management needs and to keep up with latest development.

• Provide on-going technical support to capital model and methodology stakeholders such as model users, reviewers or regulators.

• Perform ad-hoc quantitative analysis to support risk management decisions, 1st line business initiatives, and regulatory requirements.

• Serve as a subject matter expert within the capital team to Freddie Mac’s internal models, analytics systems, and various internal/external data sources from detailed loan level data to security data to pricing data, to be able to conduct the required tasks in a most efficient manner. May need to perform UAT or serve as risk assessor of Freddie Mac’s internal models.

• Prepare model document / presentation / memo to clearly communicate the R&D results or any capital related issues to a wide range of audience.

Work Location Zip Code:



Enterprise Risk Mgmt


• PhD in quantitative field with at least 3 years of post-doctoral hands-on experience in credit, valuation or capital models

• Or MS in quantitative field with at least 5 years of related post-graduate hands-on experience in quantitative finance

• Hands-on experience with mortgage credit/prepayment/house price, security cashflow analysis, fixed income analytics and valuation, and economic capital models

• Outstanding programming skills in SAS, MATLAB, VBA or related languages

• Exceptional quantitative, empirical analysis, and research skills

• Comfortable working with large data sets and on-going learning of new data and business logics.

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Posting Title:

Quantitative Analytics Manager

Preferred Skills:

Strong verbal and written communication skills. Experience interacting with both 1st line business unit and model validation team.

• Econometric modeling experience or fixed income valuation model experience.

• Knowledge of asset valuation theory a plus.

• Knowledge of CRT program a plus.

• A motivated self-starter, comfortable working under tight deadline.

Closing Statement:

Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you’ll do important work for the housing finance system and make a difference in the lives of others. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.

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Job Category:

Quantitative Analytics & Modeling

Job Sub-Category:

Economics & Financial Modeling