Lead Quantitative Modeler - AI-Driven Mortgage Analytics

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

Ventajas ofrecidas por este puesto de trabajo

Incentive program

Benefits package

Descripción de la vacante

Fannie Mae in the United States seeks a leader in Enterprise Modeling and Analytics to guide quantitative modeling and AI-driven research within mortgage finance. You will head teams, mentor colleagues, and develop risk and valuation models using Python, SQL, R, and SAS.

Responsibilities include validating models, interpreting outputs for leadership, and collaborating across Capital Markets, risk, and technology groups. A strong math/statistics background is essential.

Formación

• 4 years of proven experience in developing and implementing agency MBS prepayment, transition/termination, survival or time-to-event models.
• Strong understanding of statistical modeling, backtesting, benchmarking and stress testing.
• Advanced programming skills, particularly in Python; ability to develop scalable analytical solutions.
• Curiosity about new technologies, including AI, and capable of applying them responsibly.

Responsabilidades

• Lead teams to conduct quantitative analyses, modeling, or programming using Python, SQL, R, or SAS.
• Coach and mentor team members in data mining and statistical techniques to develop insights.
• Apply quantitative methods to improve business performance and risk management.
• Develop and validate models; translate outputs to cash flows and risk measures.
• Collaborate with Capital Markets, data scientists, economists, and risk managers.

Conocimientos

Python

Time-series modeling

Statistical modeling

Communication skills

Team leadership

Machine Learning

Educación

Bachelor's degree or equivalent in Economics/Statistics/CS

Advanced degree preferred

Herramientas

TensorFlow

PyTorch

scikit-learn

SQL

R

SAS

Descripción del empleo

Fannie Mae in the United States seeks a leader in Enterprise Modeling and Analytics to guide quantitative modeling and AI-driven research within mortgage finance. You will head teams, mentor colleagues, and develop risk and valuation models using Python, SQL, R, and SAS.

Responsibilities include validating models, interpreting outputs for leadership, and collaborating across Capital Markets, risk, and technology groups. A strong math/statistics background is essential.