About this role

Join Freddie Mac's Investments & Capital Markets Division as a Quantitative Analytics Professional. You will develop and execute analytic models for counterparty risk management, focusing on exposure measurement driven by market risk factors. This role offers opportunities to expand your modeling expertise into areas like market risk capital and derivatives.

What we are looking for

6

Design, code, and maintain counterparty risk models (EAD/PD/LGD)
Collaborate with Counterparty Credit Risk Management to model financial products
Enhance models based on reviewer, auditor, and examiner findings
Produce performance monitoring reports and respond to stakeholder inquiries
Strong programming skills in Python and SQL required
Master's degree in a quantitative field preferred

Skills mentioned

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PythonC++JavaSQL