Quantitative Modeling –Interest Rate Modeling- Advisor

The Fannie Mae; Washington (District of Columbia); Presencial; USD 155.000 - 209.000; Jornada completa

Descripción de la vacante

The Fannie Mae is seeking an experienced quantitative modeler to conduct theoretical and empirical research in investment and capital markets.

You will develop financial models for interest rate term structures, derivatives valuation, and hedge accounting, applying advanced techniques to real‑world data.

Formación

• 6 years of industry experience in interest rate term structure, derivatives valuation, hedge accounting or mortgage rate models.
• Experience in designing and building financial models.
• Shows curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence.

Responsabilidades

• The model development cycle, from prototype research and development to production implementation testing
• User ad-hoc analysis
• On-going monitoring

Conocimientos

Python

Educación

Bachelor's Level Degree (Required)

Descripción del empleo

Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home.

Job Description

As a valued contributor to our team, you will apply extensive knowledge of principles, advanced techniques, and theories to conduct theoretical and empirical research with public and proprietary data in the area of investment and capital market and hedge accounting. The modeler should demonstrate in-depth in one or more of the following areas: interest rate modeling including term structure, curve construction and derivatives valuation or/and future potential exposure for derivatives or/and hedge evaluation for hedge accounting.

Responsibilities

• The model development cycle, from prototype research and development to production implementation testing
• User ad-hoc analysis
• On-going monitoring

THE EXPERIENCE YOU BRING TO THE TEAM

• 6 years
• Industry experience in one of the following: interest rate term structure, derivatives valuation, hedge accounting or mortgage rate models
• Experience in designing and building financial models
• Shows curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence, to reimagine how we work.

Desired Experiences

• Doctorate degree in a highly quantitative field.
• Demonstrated experience in building models for derivatives valuation and/or term structures.
• Knowledge of Stochastic Calculus.
• Experience in supporting business users.
• Experience with model validation.

Target Pay Range

$155,000.00 - 209,000.00 a year

Internal Job Title

Enterprise Modeling and Analytics - Quantitative Modeling - Advisor

Qualifications

Python (Programming Language)

Education

Bachelor's Level Degree (Required)

For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.

Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form.

The hiring range for this role is set forth below. 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 employee's physical, mental, emotional, and financial well-being. See more here.

Requisition Compensation

155000

to

209000