Director of Field Management Applications

1 month ago


McLean VA, United States Freddie Mac Full time

Responsible for the critical review and independent testing of quantitative/analytic models and in support of business, risk decisions, and financial reporting. The team is primarily responsible for validation of market risk models
Reviewing analytical methods and quantitative models for new and existing financial and mortgage products/portfolio.
Acts as the Model Risk lead for model testing and validation
Acting as an advisor and leader for subordinates to meet schedules and/or resolve technical problems as well as developing and coordinating performance requirements.
Managing the coordination of the activities of a section or department. Manage validation of credit decisioning models. Manage validation of models built using modern ML/AI techniques (Neural networks, Random Forest, and various boosting algorithms).
MS in Economics, Finance, Statistics, Engineering, MBA with a concentration in Finance, Operational research, or a directly related quantitative field with at least 10 years of post-graduate work experience in quantitative analytics or modeling
Matlab, STATA, Python, C++, SAS, R
Knowledge of AIML techniques such as neural networks, random forest, XGBoost and similar algorithms
Experience in the financial sector preferred
Ability to work across teams and with diverse organizations of modeling and risk professionals in an effective and efficient manner.
Ability to apply analytical results to help advise on strategy and business direction
Ability to discern between observations and findings, and between what are issues of modeling opinion versus true model limitations and performance issues that present risk to the company
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.
We are an equal opportunity employer and value diversity and inclusion at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, disability status or any other characteristic protected by applicable law.



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