Fannie Mae · 1 day ago
Lead Quantitative Modeler
Washington, DC
Full-time
Onsite
Mid, Senior Level
$138K/yr - $180K/yr
4+ years expFannie Mae is foundational to housing finance, aiming to expand access to homeownership and affordable rental housing. The Lead Quantitative Modeler will lead research in mortgage finance, evaluate modeling techniques, and mentor team members while working on various financial analyses.
Financial Services
Responsibilities
Evaluate proprietary and third-party modeling of economic drivers, financial instrument cash flow projections, the analytical systems and the input data used by those models to generate market risk sensitivity measurements. Leverage those evaluations to understand the differences between proprietary and third-party models/systems and identify potential enhancements to the proprietary models
Conduct ad-hoc analysis on new mortgage market trends and their impact on modeling mortgage instrument cash flows
Apply advanced skill, knowledge, and/or experience in translating complex business requirements into new proprietary modeling requirements for both economic driver models and financial instrument cash flow models, and into new implementation requirements for the analytics systems that rely on those models to generate measures of market risk exposure for a portfolio of financial instruments
Generate user acceptance test analysis results before proposed enhancements to the portfolio market risk exposure measurement process are adopted, to ensure they meet business needs. Make recommendation to business users on whether to adopt or not to adopt such enhancements
Communicate technical subject matter clearly and concisely to department leadership and teams
Qualification
Required
4 years' experience
Bachelor's degree
Preferred
Bachelor degree or equivalent
Bachelor's degree with 6 years or Master's degree with 4 years or equivalent experience in quantitative sciences such as Physics, Applied Mathematics, Statistics, Economics, Finance, Computer Science, Engineering
Experience working as a Lead Analyst
Experience working with various stakeholders across Finance, Capital Markets and other lines of business
Experience developing solutions to customer needs and having trade-off discussions with customers
Proactive, creative problem solver with strong analytical skills. Must be able to define problem space as well as potential solutions
Demonstrated strong analytical and problem-solving skills to conduct analysis independently to address complex economic or business problems
Experience working with financial data, analytics and cashflows applications
Experience interpreting the results of econometric modeling and statistical analysis
Programming experience in coding and debugging custom SAS or Python scripts used for ad-hoc analysis of large datasets
Proficiency in Unix/Linux environment
Proficiency in SQL, relational and noSQL databases, query optimization and data modeling
Embraces new technologies, enjoys finding opportunities for making existing systems and processes more efficient and seizing those opportunities
Benefits
Health
Life
Voluntary Lifestyle
Other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being
Company
Fannie Mae
Fannie Mae creates opportunities for people to buy, refinance, or rent a home.
5001-10000 employees
Funding
Current Stage
Late StageLeadership Team
Franklin Raines
Retired Chairman and CEO
Priscilla Almodovar
Chief Executive Officer
Recent News
2025-10-07
2025-10-07
WSJ.com: Markets
2025-10-07
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