Quantitative Analytics Tech Lead (Collateral Models)

Position Overview

Freddie Mac’s Single Family Division is seeking an analytical and curious model developer with strong business knowledge in credit risk, preferably collateral. This Quantitative Analytics Tech Lead position will include collateral model development, analysis, and support.

Qualifications

• PhD in economics, finance, statistics, or related quantitative discipline with 3+ years' experience, or Master’s with 5+ years relevant experience
• Demonstrated expertise in credit risk modeling (preferable collateral modeling), with experience working with model users to understand the model and develop new modeling and analytics methods and ideas
• Proficiency in one or more programming languages such as Python, R, C++, SQL
• Ability to perform independent model development, data processing and cleaning
• Demonstrated knowledge of AI tools and technologies, with a strong commitment to continuous learning and staying up-to-date with advancements in artificial intelligence

Keys to Success in this Role

• Ability to combine strong technical skills with creativity to develop new solutions
• Ability to translate complex statistical models and methodologies into simple business terms
• Strong leadership, planning and communication skills
• Ability to work with and collaborate across the team and where silos exist