Enterprise Analytics and Modeling - Quantitative Engineering - Lead Associate
Fannie Mae4 days ago
Base Salary
$141k - $184k/yr
Responsibilities
- Lead development and implementation of financial models for investment and capital markets activities.
- Translate mathematical, business, and financial modeling logic into software code.
- Design and execute modeling application systems using distributed computing across on-premise and external cloud environments.
- Lead test-case design and execution for modeling and analytical software applications.
- Assess model implementation quality and production control risk across interrelated systems, processes, and models.
- Develop computing, storage, network, and security requirements for model and analytical applications.
- Recommend technology platforms and architecture designs for robust and scalable model execution.
- Evaluate emerging technologies and industry practices for model and analytical system implementation.
Requirements
- At least 4 years of experience.
- Bachelor's-level degree.
- Python programming experience.
- Demonstrated experience building models for derivatives valuation and/or term structures is desired.
- Knowledge of stochastic calculus is desired.
- An advanced degree in a highly quantitative field is desired.
- Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence, are expected.
Benefits
- Regular onsite work is generally expected at the designated office location, with cadence determined by the manager.
- The position is eligible to participate in a Fannie Mae incentive program.
- Benefits include health, life, voluntary lifestyle, and other benefits and perks supporting physical, mental, emotional, and financial well-being.
About Fannie Mae
Fannie Mae is a U.S. government‑sponsored enterprise that provides liquidity to housing finance by buying mortgages from lenders, packaging them into mortgage‑backed securities, and guaranteeing their credit risk. It serves banks, mortgage companies, and institutional investors rather than originating loans itself. Chartered in 1938 and headquartered in Washington, DC, the company has operated under Federal Housing Finance Agency conservatorship since 2008.