Project: The Structured Agency Credit Risk (STACR) initiative will allow Freddie Mac to layoff credit risk to the private capital markets on a scalable basis, without impacting the TBA market or increasing counterparty risk.
Statement: Assist in research and development of historical single family loan-level credit performance data set that will be distributed broadly to the market.
Skill level: Senior (7+ yrs)
Skills: EXCELLENT technical skills in SAS and SQL and UNIX, and experience in analyzing huge amount of data.
Mortgage industry experience is required (two years or more)
Prior experience with Freddie Mac's corporate data warehouse (CDW) or Single Family Data Mart is a big plus.
Good communication skills, attention to details, and be able to deliver work products against tight timelines
With Regards,
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