Lead Quantitative Modeler - Credit Risk (Open to Remote)

Fannie Mae

3.9

(14)

Washington, DC (Remote)

Why you should apply for a job to Fannie Mae:

  • 79% say women are treated fairly and equally to men
  • 71% would recommend this company to other women
  • 85% say the CEO supports gender diversity
  • Ratings are based on anonymous reviews by Fairygodboss members.
  • Student loan repayment and employer-assisted housing program
  • Seramount (formerly “Working Mother”) 100 Best Companies 2023
  • Flexible work environment and paid leave for life’s unpredictable moments
  • #744000037116005

    Position summary

    itative analyses, modeling, or programming using SAS, SQL, R, or Python.

    • Coach and mentor team members in utilizing data mining and/or statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations. Identify opportunities to apply quantitative methods to improve business performance.
    • Apply advanced skill, knowledge, and/or experience while leading teams to complete modeling projects aligned with established company policies and industry-wide modeling practices.
    • Contribute to developing validation or testing strategies and assessing the quality and risk of model methodologies, outputs, and processes and applying understanding of relevant business context to interpret model results, monitor performance, and assess risks.
    • Communicate technical subject matter clearly and concisely to department leadership and teams.

    Qualifications
    THE EXPERIENCE YOU BRING TO THE TABLE

    Minimum Required Experiences

    • 4 years of research or industry experience in quantitative finance, econometric modeling, economics, credit risk modeling or big data analytics using Python and SQL.
    • Bachelor degree or equivalent

    Desired Experiences

    • Advanced Degree in Data Science, Economics, Math, Statistics, or a related field
    • In-depth knowledge of the mortgage industry and MBS market.
    • Hands-on experience building MBS prepayment models for pricing MBS and calculating risk analytics.
    • Proficient in Python and skilled in AWS tools.
    • Strong business acumen with the ability to digest complex issues and communicate in a concise manner to influence desired outcomes.
    • Excellent communication skills with proven ability to explain complex models to business users and stakeholders.
    • Experience mentoring and leading junior analysts and quantitative modelers.

    Why you should apply for a job to Fannie Mae:

  • 79% say women are treated fairly and equally to men
  • 71% would recommend this company to other women
  • 85% say the CEO supports gender diversity
  • Ratings are based on anonymous reviews by Fairygodboss members.
  • Student loan repayment and employer-assisted housing program
  • Seramount (formerly “Working Mother”) 100 Best Companies 2023
  • Flexible work environment and paid leave for life’s unpredictable moments