Freddie Mac in McLean, VA is seeking a Quantitative Analytics Professional within the Models & Analytics team to design, code, and implement counterparty risk models (EAD/PD/LGD) supporting counterparty credit risk management across portfolios.
The role emphasizes exposure measurement driven by market factors and requires strong programming in Python and SQL, with familiarity in Java, C++, MATLAB, or SAS as a plus.
#J-18808-LjbffrCounterparty Risk Modeling Specialist in mclean at Unknown Company
This position is listed as full time and onsite.