Market Risk Analytics Senior - Mortgage Insurance & Reinsurance (Hybrid - 3 days in Office - VA)

Position Overview:

Freddie Mac’s Investment and Capital Markets (ICM) Division is currently seeking Senior to support ICM’s new responsibilities of managing of counterparty risk. The Senior will join the Counterparty Risk group within the Asset-Liability Management (ALM) department. The group is currently responsible for counterparty approval, developing methodologies for measuring counterparty creditworthiness and risk, setting risk limits, managing day-to-day risk via risk limit allocation. Apply now and learn why there’s #MoreAtFreddieMac!

Our Impact:

• Our team is responsible for all the credit risk analytics related to mortgage insurance and reinsurance counterparties.
• Work related to reinsurance counterparties supports Freddie Mac’s credit risk transfer (ACIS) deals.
• Work related to mortgage insurance counterparties supports the ability of borrowers to acquire a mortgage without needing a 20% down payment.

Your Impact:

• Develop, test and deploy analytical solutions including reports, self service dashboards, and analytical tools to support activities including standard reporting, forecasting, outlier detection, attribution analysis and more.
• Apply analytical tools and platform including Python/R/SAS, Tableau to build interactive user interfaces for our consumers to explore new trends and glean insights
• Become the subject matter expert on counterparty model, data and systems

Qualifications:

• Bachelor's Degree or equivalent and 5 years of overall relevant experience
• 3+ years of functional and industry experience in fixed income pricing, risk modeling and counterparty credit evaluation
• Technically and quantitatively oriented with proven ability to thoroughly understand technical research.
• Degree in quantitative finance, econometrics, or other quantitative fields (engineering, applied mathematics, physics or statistics)
• Basic level of understanding of the consumer credit risk, mortgage insurance and credit risk transfer.
• Technical skills including proficiency in Python/SAS, SQL and relational database, advanced Excel data analysis; knowledge of data visualization tools such as Tableau is a plus!
• A working knowledge of model-based techniques for valuing interest rate and credit derivatives preferable

Keys to Success in this Role:

• Excellent technical, analytical, and problem-solving skills
• Deep curiosity and openness to learn and collaborate
• Strong communication skills, both oral and written with ability to succinctly describe complex technical concepts in simple, easily understood terms.
• Ability to work effectively under tight deliverable timelines
• Team Player

Current Freddie Mac employees please apply through the internal career site.

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.

We are an equal opportunity employer and value diversity and inclusion at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, disability status or any other characteristic protected by applicable law. We will ensure that individuals with differing abilities 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.

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 www.BountyJobs.com and register with our referral code: MAC.

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 $122,000 - $182,000 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.