Quantitative Analytics Senior jobs in United States
cer-icon
Apply on Employer Site
company-logo

Freddie Mac · 11 hours ago

Quantitative Analytics Senior

Freddie Mac is dedicated to making home possible for families across the country. The Quantitative Analytics Senior will develop and execute statistical models and applications to support business and risk decisions, focusing on credit risk models and forecasts for the mortgage portfolio.

FinanceFinancial ServicesRisk Management
check
H1B Sponsor Likelynote

Responsibilities

Developing analytical methods and models that assess the credit risk of new and existing financial and mortgage products
Providing innovative, detailed and practical solutions to an extensive range of fast-paced and complicated problems
Developing and validating delinquency and loss forecasting models, conducting research on improvements to the existing models, and applying industry standard methodologies and techniques to meet various business needs
Coordinating the testing through the model implementation, conducting back tests to monitor the model performance, and performing economic tests and stress tests to validate the 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 through the model development to comply with model oversight and support model review for approval
Working under limited direction, independently determining and developing approach to solutions

Qualification

Statistical modelingMachine learningSASPythonSQLEconometricsData scienceLarge data setsCredit risk modelsVBAJavaC++Quantitative analysisResearch skills

Required

PhD in Statistics, Math, Economics, Computer Science or a related Quantitative Computational Finance field; or Master degree in similar majors with at least 3 years of related experience in model development including logistic regression with large data sets
Strong programming skills in SAS, Python, SQL and Unix
Experience with programming languages such as R, VBA, Java or C++
Experience working with large data sets and relational database
Experience working with mortgage or consumer credit risk models, prepayment models and severity models
Experience with competing-risk hazard / transition modeling, and loss forecasting and stress testing processes
Experience in data science, machine learning and related technologies
Outstanding quantitative, empirical analysis, and research skills
Solid understanding of econometric models, tools and techniques
Strong programming skills

Benefits

Comprehensive total rewards package
Competitive compensation
Market-leading benefit programs
Eligible to participate in the annual incentive program

Company

Freddie Mac

company-logo
Freddie Mac is a public government-sponsored enterprise that provides mortgage capital to lenders.

H1B Sponsorship

Freddie Mac has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (181)
2024 (119)
2023 (100)
2022 (134)
2021 (112)
2020 (71)

Funding

Current Stage
Public Company
Total Funding
$3.58B
Key Investors
DLP Capital
2025-12-30Post Ipo Debt· $108.4M
2025-10-28Post Ipo Debt· $343.2M
2025-09-09Post Ipo Debt· $707M

Leadership Team

leader-logo
Dennis G. Hermonstyne
Senior Vice President and Chief Compliance Officer
linkedin
leader-logo
Peter Lillestolen
Vice President - MF Production and Sales, Targeted Affordable Housing
linkedin
Company data provided by crunchbase