Senior Lead– Enterprise Portfolio Credit Risk role at Freddie Mac, responsible for shaping credit risk management across the economic cycle, analyzing macroeconomic and financial drivers of credit loss forecasts, and strengthening governance and use standards.
Requirements
- 10 years of experience in a combination of leadership roles in risk management and credit loss forecasting, or related functions within a large, complex financial institution.
- Quantitative degree preferred in finance, economics, mathematics, statistics, or related field; Master’s degree or professional certifications (e.g., FRM, CFA) a plus
- Ability to understand macroeconomic and credit forecast models stress testing methodologies and credit risk management practices
- Familiarity with relevant regulatory requirements, including CCAR/DFAST and Basel standards
- Expertise in mortgage and fixed income products, model loss estimation, and loss forecasting
- Understanding of uncertainties and limitations of models, methodologies, and judgments used to measure and manage stress losses and capital adequacy
- Strong decision-making skills with the ability to work under pressure effectively to resolve critical issues
- Experience with analyzing complex financial data and risk management software and financial analysis tools (e.g., Python, R, Excel)
- Excellent verbal and written communication skills with the ability to communicate complex information to a variety of audiences, including senior management and regulators, in a clear and actionable manner
- Demonstrated track record of innovation in risk analytics, data infrastructure, or model governance practices.
Benefits
- Comprehensive total rewards package to include competitive compensation and market-leading benefit programs
- Annual incentive program