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Quantitative Analytics Professional - Job Opportunity at Freddie Mac

McLean, United States
Full-time
Mid-level
Posted: March 9, 2025
Hybrid
USD 101,000 - 151,000 per year

Benefits

Competitive base salary with annual incentive program
Comprehensive market-leading benefits package
Professional development opportunities in quantitative finance
Work-life balance with hybrid schedule

Key Responsibilities

Lead Risk Appetite forecasting and reporting for $3T Single Family mortgage portfolio
Design and execute portfolio sensitivity analysis and scenario modeling
Develop and maintain analytical toolkits using SAS/Python
Partner with model developers to assess impact of model changes
Support CRT valuation model improvements and implementation

Requirements

Education

Master's degree in quantitative finance, statistics or related quantitative field

Required Skills

Predictive modeling Statistical programming Python R SQL Java SAS MATLAB Critical thinking Problem-solving Attention to detail
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Sauge AI Market Intelligence

Industry Trends

The mortgage industry is experiencing increased demand for sophisticated risk analytics due to market volatility and regulatory pressures Integration of machine learning and AI in mortgage risk assessment is becoming standard practice Growing emphasis on automated valuation models and real-time risk assessment capabilities

Salary Evaluation

The offered salary range of $101,000-$151,000 is competitive for quantitative roles in the DC metro area, particularly given Freddie Mac's position as a major financial institution

Role Significance

Typically part of a specialized team of 5-8 quantitative professionals within the larger ICM Credit Risk Transfer group
Mid to senior-level individual contributor role with significant impact on portfolio risk management decisions

Key Projects

Development and maintenance of risk appetite frameworks for $3T portfolio Implementation of advanced statistical models for credit risk assessment Creation of scenario analysis tools for portfolio stress testing

Success Factors

Deep understanding of statistical modeling and risk management principles Ability to translate complex quantitative analysis into actionable business insights Strong programming skills combined with financial domain knowledge Effective cross-functional communication abilities

Market Demand

High demand for quantitative professionals with mortgage industry expertise, particularly as financial institutions enhance their risk management capabilities

Important Skills

Critical Skills

Advanced statistical modeling skills are essential for risk assessment and portfolio management Programming proficiency in SAS/Python needed for developing and maintaining analytical tools Understanding of mortgage finance fundamentals crucial for business context

Beneficial Skills

Knowledge of machine learning applications in finance Experience with cloud computing platforms Familiarity with regulatory reporting requirements

Unique Aspects

Direct impact on national housing finance policy and accessibility
Exposure to one of the largest mortgage portfolios globally
Combination of public mission with sophisticated financial analytics

Career Growth

2-4 years in role before advancement, depending on performance and organizational needs

Potential Next Roles

Senior Quantitative Risk Manager Credit Risk Modeling Director Portfolio Strategy Lead

Company Overview

Freddie Mac

Freddie Mac is a government-sponsored enterprise playing a crucial role in the US housing finance system, facilitating liquidity, stability, and affordability in the mortgage market

One of two major players in secondary mortgage market, backing approximately 25% of US mortgages
Headquarters in McLean, VA with significant influence in national housing finance policy
Professional environment with emphasis on analytical rigor and regulatory compliance, balanced with mission-driven focus on housing accessibility
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