Position Overview

This position will support data management and analytic needs for portfolio management and servicing policy analytics. Process and analyze internal and third-party data; build analytical databases. Manage enhancement of mortgage default, prepay and severity models used to assess performance of the guarantee portfolio. Help develop and enhance valuation processes, measurement of model sensitivities and analytical tools used to assess relative value of the guarantee portfolio. Execute analyses which may be used to modify and / or correct models. Perform general data analysis as needed.

The successful candidate will join a team of high-level analysts, economists and statisticians who research and develop strategies, tools and business analytics to reduce credit losses through the servicing of Freddie Mac’s single-family loan portfolio. The position requires experience with residential mortgage portfolios, advanced skills in pulling data, experience with analyzing portfolios to create loss mitigation strategies, and familiarity with forecasting, NPV analysis and related techniques. This position requires an ability to independently perform analysis and lead analytical projects, where a combination of senior and junior analysts work together with stakeholders from the business area.

Qualifications

– Experienced in SAS programming to pull and analyze data.
– Strong analytical and statistical skills.
– Strong background in both SAS and SQL.
– Ph.D. in Economics, Applied Mathematics, Statistics, or another directly related quantitative field or MS with at least 3 years of related post-graduate work experience
– Must have experience in areas such as data step processing, macro processing, ODS, data export, etc.
– Experienced working in a variety of computer operating systems, comfortable working in a UNIX environment.

Preferred Skills

– Experience within the mortgage industry is a plus, as is experience with mortgage industry data, consumer finance data, or credit bureau data.
– The ideal candidate will have had some experience managing small projects from inception to execution.

Closing Statement

Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you’ll do important work for the housing finance system and make a difference in the lives of others. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.