Lead Quantitative Modeling - Interest Rate Derivatives

Fannie Mae; United States; On-site; USD 155,000 - 209,000; Full time

Benefits offered by this job

Incentive program

Health benefits

Life insurance

Job summary

Fannie Mae is seeking a leader for Enterprise Modeling and Analytics to guide quantitative modeling efforts and oversee modeling of interest rate derivatives and hedge accounting. The role requires strong Python/SQL skills, financial modeling expertise, and leadership experience.

The successful candidate will mentor a team, apply advanced analytics to business decisions, and ensure compliance with modeling standards.

Qualifications

• 6 years of related industry experience
• Experience leading a project and mentoring junior team members
• Experience developing financial models and preparing interest rate and derivatives data using Python and SQL
• Master’s degree in a highly quantitative field
• Willingness to learn and apply AI technologies

Responsibilities

• Manage application of mathematical, statistical, and econometric techniques to support strategies
• Oversee ad hoc analyses, modeling, or programming using Python, SQL, R or SAS
• Guide data mining and analytics to develop insights and recommendations
• Ensure modeling projects align with company policies and best practices
• Manage validation/testing strategies and assess model risk and quality
• Interpret model results and monitor performance; communicate clearly to stakeholders
• Coach team members to communicate technical topics effectively

Skills

Python

SQL

Financial modeling

Project leadership

Mentoring

Education

Bachelor's degree

Master's degree

PhD (desirable)

Tools

YieldBook

Bloomberg

BlackRock

Job description

Fannie Mae is seeking a leader for Enterprise Modeling and Analytics to guide quantitative modeling efforts and oversee modeling of interest rate derivatives and hedge accounting. The role requires strong Python/SQL skills, financial modeling expertise, and leadership experience.

The successful candidate will mentor a team, apply advanced analytics to business decisions, and ensure compliance with modeling standards.