Lead Quant Analytics & Modeling (IR & Derivatives)

The Fannie Mae; United States; Presencial; USD 141.000 - 184.000; Jornada completa

Descripción de la vacante

Fannie Mae is seeking an experienced Enterprise Modeling and Analytics - Lead Associate to lead the development and implementation of financial models that support investment and capital market activities.

You will drive derivatives valuation, interest rate modeling, and hedge accounting optimization, translating complex mathematical and financial modeling logic into software code and scalable model applications. Office-based with potential remote options per policy.

Formación

• Minimum 4 years of experience in applying new technologies, including AI, to modeling work.
• Advanced degree in a highly quantitative field is preferred.
• Demonstrated experience in building models for derivatives valuation and/or term structures.
• Knowledge of Stochastic Calculus.
• Target pay range provided: $141,000–$184,000 annually.
• Internal job title: Enterprise Modeling and Analytics-Quantitative Engineering - Lead Associate.
• Qualifications include Python programming.
• Education: Bachelor's Degree required.

Responsabilidades

• Lead development and implementation of financial models for investment and capital market activities.
• Serve as contact for model development across derivatives valuation, interest rate modeling, PFE for derivatives, and hedge accounting optimization.
• Translate complex mathematical and financial modeling logic into software code and design scalable model applications.

Conocimientos

Python

Derivatives modeling

Stochastic calculus

Interest rate modeling

Educación

Bachelor's Degree

Advanced degree in quantitative field

Descripción del empleo

Fannie Mae is seeking an experienced Enterprise Modeling and Analytics - Lead Associate to lead the development and implementation of financial models that support investment and capital market activities.

You will drive derivatives valuation, interest rate modeling, and hedge accounting optimization, translating complex mathematical and financial modeling logic into software code and scalable model applications. Office-based with potential remote options per policy.