Jonathan Veum

About Jonathan Veum

Experienced financial and economic modeler with a demonstrated history of working in the…

Experience

1. Vice President, Models & Analytics

   Freddie Mac

   Jan 1998 — Present · Washington, DC, US

   Manage team of quantitative analysts responsible for the creation, development, and performance of credit and prepayment models used to manage risks of Freddie Mac’s $2.5 trillion securitized portfolio and $50 billion retained portfolio. Areas of responsibilities include:o Models used for transactions involving guaranteed agency mortgage-backed securities, structured interest rate products, structured credit products, non-performing and re-performing loans, and mortgage servicing rightso Models used within corporate financial applications, including hedge accounting, CECL, DFAST, and capital methodologies for both credit and market risko Risk statistics used to hedge interest rate risk of retained portfolioo Ongoing quantitative support for mortgage securities trading desk and asset / liability trading desko Data infrastructure and financial engineering processes related to model developmento Development of methodologies and systems to measure and mitigate model risko External vendor contract management and communications, including corporate initiatives into cloud computing and machine learning toolso Analyses related to corporate initiatives and policies such as affordable refinance programs, upfront fees charged to borrowers, property inspection waivers, single security float compensation, and public data disclosureso Reporting of model performance, risk, and enhancements to various internal and external oversight groups

Education

• UC Santa Barbara

  B.A.

• University of North Carolina at Chapel Hill

  Ph.D

Skills

• Capital Markets
• Financial Modeling
• Econometrics
• Portfolio Management
• Valuation
• Statistics
• Financial Analysis
• Risk Management
• Fixed Income
• Credit Risk