Mortgage Portfolio Analytics Senior
Posted on Feb 14, 2020 by Freddie Mac
If you are experienced in applying quantitative methods to analyze loan-level credit and prepayment behavior and valuing cashflows in the Single-Family Mortgage domain, then apply today and join our Portfolio Analytics Team at Freddie Mac!
Single Family Portfolio Strategy is a team within Single Family Portfolio Management. The hired incumbent will be responsible for the development and execution of quantitative/analytical models and applications to support portfolio management functions that include formulation, measurement and forecast of key portfolio performance metrics for existing and potential business strategies. The analytical work in the immediate group is focused on wide variety of interesting topics ranging from analyzing and valuing Credit Risk Transfer (CRT) transactions and CRT portfolio, measuring portfolio exposure and analyzing borrower behavior across GEOs, identifying and recommending strategies to optimize and improve CRT and SF Portfolio performance.
Your Work Falls into Two Primary Categories:
Quantitative Analytics & Business Strategy
- Develop, test, and evaluate new portfolio management strategy using quantitative approaches
- Develop new and enhance existing CRT and Single Family Portfolio performance metrics, models/applications
- Report CRT Portfolio performance and forecast CRT portfolio behavior under alternative scenario
- Develop into a subject matter expert on internal corporate models and partner with modelling and Financial Engineering teams in model development and system build
- Maintain and enhance existing process to measure portfolio exposure, profitability and borrower behavior across GEOs
- Understand Capital Frameworks and how they apply to SF Portfolio and CRT transactions/Portfolio Profitability
- MS degree in Economics, Finance, Statistics, Engineering, Data science, or a directly related quantitative field with at least 5 years of related post-graduate work experience, or a BS Degree with a combination of equivalent work experience.
- Strong leadership, planning and communication skills
- Demonstrated experience with quantitative methods such as logistic regressions, regularized estimation, machine learning, optimization and other modern econometric/statistics estimation techniques
- Demonstrated experience working with cashflows and valuations
- Strong SAS and R or Python programming skills and experience handling large loan-level datasets
- Some experience/exposure with INTEX and structured finance is preferred
- Ability to work effectively with short deadlines
- Strong analytical logic thinking and problem-solving skills
- Demonstrated business acumen, intellectual maturity, and relationship management skills
- Intellectual agility and interpersonal flexibility
- Deep curiosity to learn about new subjects
- Strong consultation and communication skills
- Ability to work with and collaborate across the teams and where silos exist
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.