Lead Quantitative Modeler - Risk Quantification and Risk Factor Modeling Flexible Hybrid
Lead Quantitative Modeler - Risk Quantification and Risk Factor Modeling Flexible Hybrid
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Salary Not Disclosed
1 Vacancy
Job Description
As a valued colleague on our team you will act as team lead while conducting theoretical and empirical research with public and proprietary data in all areas of the mortgage finance business. This may include mortgage products and securities borrower behavior investment and hedging strategies residential property valuation macroeconomic models including housing prices and interest rate financial valuation of finance assets and derivatives economic capital and stress testing. Additionally you will coach and mentor team members.
THE IMPACT YOU WILL MAKE
- The Lead Quantitative Modeler Risk Quantification and Risk Factor Modeling role will offer you the flexibility to make each day your own while working alongside people who care so that you can deliver on the following responsibilities:
- Lead teams in providing innovative thorough and practical solutions that support business strategies and initiatives and in conducting or assessing ad hoc quantitative analyses modeling or programming using Python R SQL.
- 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 industrywide 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 TEAM
Minimum Required Experiences
- 4 years of research or industry experience in quantitative finance econometric modeling economics and risk modeling
- Solid programming skills in Python C R or MATLAB
- Bachelors degree or equivalent
Desired Experiences
- Advanced Degree in Data Science Economics Math Statistics or a related field; Ph.D. Preferred.
- Indepth knowledge of time series modeling stochastic calculus term structure and fixedincome valuation.
- Handson experience building time series term structure or other economic and financial models.
- 3 years of programming experience in Python C R or MATLAB.
- Fast learner in the modeling area and mortgage business.
- Good communicator with proven ability to explain complex models to business users and stakeholders.
Additional Information :
REF13875I
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Fannie Mae is an Equal Opportunity Employer which means we are committed to fostering a diverse and inclusive workplace. All qualified applicants will receive consideration for employment without regard to race religion national origin gender gender identity sexual orientation personal appearance protected veteran status disability age or other legally protected status. For individuals with disabilities who would like to request an accommodation in the application process email us at
The hiring range for this role is set forth on each of our job postings located on Fannie Maes Career Site. Final salaries will generally vary within that range based on factors that include but are not limited to skill set depth of experience certifications and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package Fannie Mae offers a broad range of Health Life Voluntary Lifestyle and other benefits and perks that enhance an employees physical mental emotional and financial wellbeing. See more here.
Remote Work :
No
Employment Type :
Fulltime
Employment Type
Full-time
