Professional - Counterparty Risk Management

Responsibilities

• Perform daily counterparty exposure calculations and monitor compliance with approved counterparty limits
• Execute periodic stress testing, including regulatory and internal scenarios, and support related reporting
• Support regulatory capital calculations and methodologies related to counterparty credit risk

Requirements

• 2-5 years of relevant professional experience in risk management, quantitative analysis, finance, or a related discipline
• Strong analytical, problem‑solving, and quantitative skills
• Advanced Microsoft Excel skills required
• Keys to Success
• Demonstrated written and verbal communication skills, with the ability to communicate technical concepts clearly to different audiences
• Ability to manage multiple priorities and perform effectively in a fast‑paced environment
• Experience with SQL and Python strongly preferred
• Experience with or strong interest in artificial intelligence / generative AI tools and techniques strongly preferred
• Current Freddie Mac employees please apply through the internal career site.
• CA Applicants: Qualified applications with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act.
• Time-type:Full time
• FLSA Status:Non-Exempt
• Freddie Mac offers a comprehensive total rewards package to include competitive compensation and market-leading benefit programs. Information on these benefit programs is available on our Careers site.

Benefits

Additional Information

At Freddie Mac, our mission of Making Home Possible is what motivates us, and it's at the core of everything we do. Since our charter in 1970, we have made home possible for more than 90 million families across the country. Join an organization where your work contributes to a greater purpose. Position Overview This position supports the ongoing measurement, monitoring, and management of counterparty credit risk across multiple portfolios. The role works closely with ALM, Cash Window, Retained Portfolio, and other trading desks to ensure counterparty exposures remain within approved limits and risk appetite. The position offers deep exposure to counterparty risk modeling and regulatory capital frameworks, a strong foundation for growth within the capital markets space, and opportunities to influence business decision‑making. Our Impact Act as primary user and model business owner for counterparty exposure models, including both stochastic and deterministic methodologies Support model change management, including development of business requirements (often to support new business initiatives), coordination with technology partners, and execution of user acceptance testing Develop and maintain a working understanding of ICM technology and data infrastructure relevant to counterparty exposure, stress testing, and capital calculations Provide ad hoc analysis and support to senior management, ERM, and Trading, among other business stakeholders as needed

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