At Freddie Mac, you will do important work to build a better housing finance system and you'll be part of a team helping to make homeownership and rental housing more accessible and affordable across the nation.

Position Overview:

Are you curious, entrepreneurial, and analytical? Do you like solving complex business problems and thrive on working in a team environment? Are you looking for an inclusive company culture? Freddie Mac's Multifamily Modeling team needs creative, forward-thinking individuals like you! We want to hire individuals who seek out complex business challenges and develop viable solutions. The Quantitative Analytics Senior position is responsible for engaging the key Multifamily (MF) business partners to solve problems related to quantitative models, analytics and methodologies used for decision making and risk management in the $450Bn+ MF business.

• Develop methods and reports for effective model execution, monitoring, and business uses of MF core risk models, and evaluate emerging, systemic, concentration and idiosyncratic risks.
• Conduct research on enhancements of the existing models/ reports and apply industry practices and techniques to meet various business needs.
• Implement statistical models in efficient software languages, code model prototypes for specific business uses, and modify source codes in the existing application.
• Conduct incremental testing to review the model performance and outputs, and develop written presentations to socialize with various business user groups and the Freddie Mac MF Leadership team.
• Providing innovative, detailed and practical solutions to an extensive range of demanding and complicated problems.
• Providing modeling and analytical support to a line of business or product area, functioning as day-to-day specialist.
• Prepare documentation for the technical analyses and rationale through the model execution to align with model oversight and support model review for approval.
• Actively engage and build strong working relationships with various team members across three lines of defense.
• Work under limited direction, independently resolve and develop approach to solutions.

• Doctorate degree, or Master's degree with 3 years of equivalent work experience, in quantitative finance, statistics, economics, computer sci or a related quantitative field
• Coursework or work experience applying predictive modeling techniques from finance, statistics, mathematics, data science, or computer programming to large data sets. Qualifying coursework may include-but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, or Monte Carlo methods
• Coursework or work experience writing statistical or optimization programs to develop models and algorithms. Programming languages may include-but are not limited to-SAS, Python, R, SQL, Java, or MATLAB
• Strong analytical and conceptual problem-solving skills with a high level of attention to detail
• Excellent interpersonal and communication skills, particularly written communication skills
• Self-motivated, with the capability of managing multiple priorities and efficient in proposing solutions

• Strong consultation, presentation, and communication skills
• Ability to succinctly describe complex technical scenarios in simple, easily understood terms
• Exceptional quantitative and analytics skills
• Strong knowledge of statistical models, tools and techniques, and programming skills
• Effective interpersonal skills including the ability to collaborate successfully with other team members
• Deep curiosity to learn about new analytical tools and multifamily business