Stefan Krieger Email & Phone Number

Mclean, VA

• At Freddie Mac, I initiated, developed and implemented a wide range of models to support business and control functions. I initiated and developed an industry leading zip level house price index which is more accurate.
• house price components of the CCAR stress tests,
• short-term house price forecasting for foreclosure disposal,
• a model for valuing distressed loan collateral and predicting future distressed collateral realizations by termination path, in support of loan modification and foreclosure disposal,
• components of Freddie Mac’s automated valuation model (AVM), to support the replacement of in-person appraisals by less costly AVM estimates,
• a second moment house price risk model implemented in the firm’s portfolio in the main costing application,

At Ellington, I developed and implemented quant style strategies to trade G10 foreign exchange and interest rate swaps, as well as US equity, using a wide range of statistical and economic modeling approaches. I provided portfolio management and risk management support and worked with legal, compliance, prime brokers and data vendors.

Ph.D., Economics

Ab, Social Studies