Lead Quantitative Modeling — Interest Rate Derivatives

Fannie Mae; Washington (District of Columbia); On-site; USD 155,000 - 209,000; Full time

Benefits offered by this job

Incentive program

Health and retirement benefits

Job summary

Fannie Mae is seeking a seasoned Quantitative Modeling Manager to lead a team focused on mortgage finance models, valuation, and counterparty risk for interest rate derivatives. You will guide advanced analyses, ensure robust validation, and align methodologies with policy and industry practices.

The role requires mentoring staff, applying Python/SQL, and leveraging data-driven insights to improve risk assessment and decision making.

Qualifications

• 6 years of quantitative finance experience.
• Experience leading projects and mentoring juniors.
• Proficient in Python and SQL for financial modeling.

Responsibilities

• Lead a team conducting research on mortgage finance models.
• Oversee model development, validation, and performance monitoring.
• Communicate technical results clearly to stakeholders.

Skills

Python

SQL

Data analysis

Mentoring

Project leadership

Education

Master's degree in quantitative field

PhD (preferred)

Tools

YieldBook

Bloomberg

BlackRock

Job description

Fannie Mae is seeking a seasoned Quantitative Modeling Manager to lead a team focused on mortgage finance models, valuation, and counterparty risk for interest rate derivatives. You will guide advanced analyses, ensure robust validation, and align methodologies with policy and industry practices.

The role requires mentoring staff, applying Python/SQL, and leveraging data-driven insights to improve risk assessment and decision making.