About this role

Freddie Mac is seeking a Quantitative Analytics Senior to develop and execute analytic models for valuing credit risk (PD, LGD, EAD) of financial institutions. This role supports the Counterparty Credit Risk Management Team by focusing on credit risk scorecard modeling and potentially other areas like market risk and derivatives. The position requires strong quantitative, programming, and analytical skills.

What we are looking for

6

Design, code, and maintain counterparty credit risk models (PD/LGD/EAD)
Incorporate best practices and unique financial institution characteristics into models
Collaborate with Counterparty Credit Risk Management (CCRM) Team
Design and code model enhancements for audit and regulatory findings
Run quarterly Performance Monitoring Reports and respond to inquiries
Ensure counterparty models adhere to Freddie Mac's model governance standards

Skills mentioned

4

PythonJavaSQLData Science