Pricing Security Analytics - Senior
Core
Designing analytical approaches to address complex business questions, scenario evaluations, and collateral valuation for Freddie Mac's mortgage market position.
Role type
Senior Pricing Security Analyst (Quantitative Analytics)
Builds
Pricing and costing analytics frameworks, credit risk models, and valuation strategies for new and existing mortgage offerings.
Domain
Mortgage finance, secondary mortgage market, fixed-income
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative analysis, credit risk modeling, prepayment modeling, statistical modeling, data management, model validation, SQL, Python, SAS, Excel, PowerPoint, fixed-income knowledge
Preferred skills
knowledge of Freddie Mac operations, experience building quantitative models, experience with recourse/indemnification structures
Technologies
SAS, SQL, Python, Excel, PowerPoint
Responsibilities
Execute advanced costing/pricing analytics processes for new and existing offerings; develop costing analytics frameworks by analyzing quantitative models; quantify costing values using model outputs; participate in model validation and testing; maintain and streamline key costing tools; partner with pricing and offerings teams to identify analyses for market developments; monitor PLS and CRT market trends.
Seniority
Senior, hands-on IC
