Senior Quantitative Analytics - Counterparty Credit Risk
Freddie Mac
Freddie Mac is seeking a Quantitative Analytics Senior in McLean, VA, to design, develop, and implement counterparty credit risk models focused on PD/LGD/EAD. The role emphasizes strong programming, econometrics, and analytics skills within the Investments & Capital Markets division. The position supports model governance, quarterly performance monitoring, and collaboration with the CCRM team to model risk for banks, insurers, and other financial institutions. #J-18808-Ljbffr Freddie Mac
Vacancy posted 3 days ago
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