Job Type: Multiple Positions AvailableAre you passionate about quantitative modeling, mortgage finance, and risk analytics? Fannie Mae is building a talent pool for multiple Quantitative Modeling roles across various teams, including: Capital Markets & Structured Finance Modeling Prepayment & Borrower Behavioral Modeling Credit Risk & Mortgage Default Modeling Market, Liquidity, and Term Structure Interest Rate Modeling Interest Rate Derivative pricing Mortgage Rate Modeling Loss Forecasting & Stress Testing Macroeconomic and Time Series Modeling Regional and National Home Price ForecastingWho We’re Looking For:Fannie Mae is seeking talented quantitative professionals at various levels, from associate modelers to managers, to help drive data-driven decision-making at Fannie Mae. If you have expertise in statistical modeling, mortgage risk analysis, or financial modeling, we encourage you to apply.Key Responsibilities:Depending on the specific team and role, responsibilities may include: Developing and refining quantitative models to assess interest rate risk, prepayment risk, credit risk, market risk, or capital requirements. Applying statistical and machine learning techniques to improve mortgage loan performance predictions. Conducting scenario analysis, stress testing, and sensitivity analysis to evaluate financial risk exposure. Collaborating with cross-functional teams in risk management, capital markets, data analytics, and business units to enhance model effectiveness. Ensuring regulatory compliance by aligning models with FHFA, Basel, and other industry model risk management standards. Presenting findings and recommendations to senior leadership and external stakeholders.
