Quantitative Analytics Manager (Stress Testing, Risk Appetite)

Freddie Mac

Position Overview

Works in the Stress Testing and Risk Appetite Team of the Enterprise Risk Management Division (ERM). The incumbent will be a key player for the risk management role in the corporate stress testing process including Dodd Frank Act Stress Testing (DFAST), and developing and implementing a risk appetite framework for the company. The incumbent will help develop related corporate policies and standards, conduct research and analysis in key risk drivers of stress losses, develop risk management methodology and processes for stress testing and risk appetite framework.

Responsibilities Include:

* Support the implementation of financial risk appetite framework for the company through developing risk-measurement methods and processes
* Collaborate across business divisions in developing a corporate stress testing process
* Quickly frame analytic problems/issues, solve them by modeling risk simulation scenarios using statistical analysis, and package results, often under tight deadlines
* Independently review and evaluate stress test methodology and results
* Develop and update corporate policies and standards related to Stress Testing and Risk Appetite

Qualifications

  • Master’s degree or foreign equivalent in economics, statistics, engineering, or related quantitative field and five years of experience in market risk and credit risk analysis, risk management, stress testing or related modeling experience which includes: experience with SAS under both UNIX and PC;
  • Hands-on experience with MS Office tools;
  • Experience with SQL/DB2/Oracle Server/UNIX;
  • Experience documenting analysis related to models and assumptions utilizing strong writing and presentation skills

Preferred Skills

Financial Services industry experience

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.

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Confirmed 13 hours ago. Posted 30+ days ago.

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