Loan Portfolio Management & Structure Senior
Freddie Mac
 McLean, VA

Are you ready for a challenge? If so, Freddie Mac's Investments and Capital Markets Division is searching for a top notch candidate to join our Loan Portfolio Managing and Structuring (LPMS) group. This team is responsible for the management of Freddie Mac's Non-Performing Loan (NPL) and Re-Performing Loan (RPL) positions in the company's retained portfolio. This includes Seasoned Credit Risk Transfer (SCRT), Seasoned Loan Structured Transactions (SLST) and NPL sale programs. Our new hire will support executing transactions within these programs as a member of LPMS's quantitative team. Is it you? Read on!

Your Work Falls into These Three Primary Categories:

SCRT/SLST/NPL transactions:

  • Work with Single Family on data due diligence requirements, data quality check, loan drop criteria, review loan tape and loan population, create final investor loan tape and ensure its data quality
  • Manage the timeline to receive delivery from Single Family, and to deliver to SCRT/SLST/NPL transaction managers
  • Provide/validate/review various tables used for transaction documents, trustee payments, loan-level transaction data recording in internal database

Research, analytics, portfolio management, and other transactions.

  • Research and enhance understanding on loan level data issue regarding modification, bankruptcy, forgiveness, repurchase, and post-IRCI data issue etc
  • Monitor the whole-loan portfolio managed by LPMS desk on inflow / outflow, performance, changes in trend
  • Provide analytics for investor roadshow, planning for future transactions, hedging, whole-loan and bond pricing related analytics
  • Issue Modified/Re-performing PC, maintain and enhance the existing PC issuance code and platform, and perform related analytics
  • Research and develop new products to manage portfolio interest rate risk/credit risk

Automation

  • LPMS team work with ICM Business Engineering team closely to maintain regularly used datasets in 1010, and automate existing reports in Tableau
  • Create proto type of analytical reports, write requirements if needed, validate new/updated data table/reports
  • Monitor existing Tableau reports and data in 1010 to understand the portfolio and making sure all reports are functioning properly

Qualifications

  • Typically has 5 to 7 years of relevant experience
  • Bachelor's degree in Finance, Engineering, Economics, Statistics or related quantitative field
  • Good analytical and problem-solving skills, and ability to think outside the box
  • Experience in SQL/SAS, and willingness to learn new programming language.
  • Good organizational and time management skills
  • Ability to work in a fast-paced trading desk environment and ability to deal with some degree of ambiguity
  • Solid communication and people skills

Key to Success in this Role:

  • Strong work ethic
  • Positive attitude
  • Team player
  • Self-motivated

Top 3 Personal Competencies to Possess:

  • Drive for Execution: Be accountable for strong individual and team performance
  • Customer Focus (Internal and External): Personally engage with customers to learn their needs
  • Seek and Embrace Change: Actively support culture change initiatives

Preferred Skills

  • SQL, SAS, or Python experience

Today, Freddie Mac makes home possible for one in four home borrowers and is one of the largest sources of financing for multifamily housing. Join our smart, creative and dedicated team and you'll do important work for the housing finance system and make a difference in the lives of others. Freddie Mac is an equal opportunity and top diversity employer. EOE, M/F/D/V.