Portfolio Performance Analyst Senior

9365BR
Corporate Functions
McLean, VA
May 22, 2018
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Position Overview

Servicing Portfolio Analytics team provides the analytic support to Single Family Portfolio Servicing areas. The portfolio performance analyst senior position in this group will responsible for the development and execution of quantitative/analytic models and applications in support analytic functions of portfolio management include measure and forecast portfolio performance. The Senior will work under limited direction, and independently determines and develops approach to solution. Main analytic work will be focused on but not limited to the following areas: Single Family mortgage credit risk and valuation models and applications, and Single Family distressed property valuation models and applications.

Responsibilities Include:

  • Develop new and enhance existing portfolio performance measuring model applications and analytics
  • Evaluation model usability in portfolio management, set model application thresholds and adjustments
  • Write model testing documentation
  • Develop, test, and evaluate new portfolio management strategy using statistical regressions and complex quantitative analytics
  • Act as subject matter expert in collaboration with modelling team in model development
  • Provide statistic market analysis to improve distressed portfolio performance
  • Act as primary conduit between Servicing Portfolio Analytic team, Single Family Operation and Modeling teams in addressing portfolio management issues

Qualifications

  • MS degree in Economics, Finance, Statistics, Engineering, Data science, or a directly related quantitative field with at least 3 years of related post-graduate work experience or BS with at least 5 years of related post-graduate work experience
  • Demonstrated experience with logistic regressions, regularized estimation, machine learning, and other modern econometric/statistics estimation techniques
  • Strong analytic logic thinking and problem solving skill
  • Strong SAS and R or Python programming skills
  • Experienced with Single Family Mortgage/Property valuation

Preferred Skills

  • Knowledge of Single Family Mortgage business
  • Ability to work effectively with short deadline
  • Experience empirical Bayesian techniques
  • Demonstrated business acumen, intellectual maturity, and relationship management skills
  • Good communication, interpersonal, and leadership skills

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.