Quantitative Analytics Senior at Freddie Mac in McLean, VA

Job description

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it’s at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. Position Overview: Are you looking for an opportunity to put your technical skills to use working on advanced modeling challenges? Freddie Mac’s Single Family Modeling Department is currently seeking a Quantitative Analytics Senior who will be responsible for the development and execution of quantitative analytics and modeling projects in support of Freddie Mac’s fair lending activities. Our Impact: Our team is responsible for fair lending testing of Freddie Mac models and systems. We apply modeling and statistical technologies to ensure Freddie Mac models comply with regulatory expectations and the law. Developing analytical methods and models that assess the credit risk of new and existing financial and mortgage products. Conducting research on enhancements to existing models, and applying industry best practices and techniques to meet various business needs. Providing innovative, detailed and practical solutions to an extensive range of demanding and complicated problems. Implementing statistical models in efficient software languages, coding model prototypes for specification and test cases, modifying source code in existing applications. Coordinating testing throughout the model implementation lifecycle, conducting back tests to monitor the model performance, and performing economic tests and stress tests to validate model forecast results. Providing modeling and analytical support to a line of business or product area, functioning as day-to-day technical specialist. Preparing documentation for technical analytics and rationale throughout model developments to comply with model oversight requirements and support model review. Working under limited direction, independently resolving issues. Qualifications: PhD in Economics, Statistics, Math, Computer Science or a related quantitative field; or Master's degree with at least 3 years of relevant experience Coursework or work experience writing statistical or optimization programs to develop models and algorithms. Proficiency in programming languages such as Python, SQL, R or SAS Experience in data science, machine learning, and related technologies Demonstrated knowledge of AI tools and technologies, with a strong commitment to continuous learning and staying up-to-date with advancements in artificial intelligence Experience with fair lending testing, algorithmic fairness, or debiasing techniques is a plus Keys to Success in this Role: Exceptional quantitative and analytics skills Strong knowledge of statistical models, tools and techniques Strong programming skills Effective interpersonal skills including the ability to collaborate successfully with other team members. Strong oral and written communication skills with ability to succinctly describe complex technical scenarios in simple, easily-understood terms. Current Freddie Mac employees please apply through the internal career site. We consider all applicants for all positions without regard to gender, race, color, religion, national origin, age, marital status, veteran status, sexual orientation, gender identity/expression, physical and mental disability, pregnancy, ethnicity, genetic information or any other protected categories under applicable federal, state or local laws. We will ensure that individuals are provided reasonable accommodation to participate in the job application or interview process, to perform essential job functions, and to receive other benefits and privileges of employment. Please contact us to request accommodation. A safe and secure environment is critical to Freddie Mac’s business. This includes employee commitment to our acceptable use policy, applying a vigilance-first approach to work, supporting regu