Quantitative Analytics Senior
Core
Develop and execute quantitative analytics and modeling projects to support fair lending activities, ensuring Freddie Mac models comply with regulatory expectations and the law.
Role type
Senior quantitative analytics engineer (fair lending & statistical modeling)
Builds
Statistical models and analytical methods for credit risk assessment and fair lending testing
Domain
Financial services / Mortgage / Regulatory compliance
Deliverable
production ML models
Required skills
Statistical modeling, Python, SQL, R, SAS, Data science, Machine learning, AI tools, Algorithmic fairness, Debiasing techniques
Preferred skills
Fair lending testing experience, Algorithmic fairness experience, Debiasing techniques experience
Technologies
Python, SQL, R, SAS
Responsibilities
Develop and execute quantitative analytics and modeling projects in support of fair lending activities; Implement statistical models in efficient software languages; Coordinate testing throughout the model implementation lifecycle; Prepare documentation for technical analytics and rationale throughout model developments; Conduct back tests, economic tests, and stress tests to validate model forecast results.
Seniority
Senior, hands-on IC
