Senior Interest Rate Modeling Advisor

The Fannie Mae; United States; Sur place; USD 155 000 - 209 000; Plein temps

Avantages offerts par ce poste

Incentive program eligibility

Comprehensive benefits package

Résumé du poste

Fannie Mae in the United States seeks a seasoned Quantitative Modeling - Interest Rate Modeling - Advisor to apply advanced modeling techniques to the area of interest rate models, derivatives valuation, and hedge accounting. You will develop prototypes and move them to production, perform ad-hoc analyses, and monitor models.

The role requires 6+ years in rate modeling/derivatives, a strong track record designing financial models, and a willingness to embrace AI and new technologies to reimagine

Qualifications

• 6 years industry experience in interest rate modeling, derivatives valuation, hedge accounting or mortgage rate models.
• Experience designing and building financial models.
• Curious and adaptable, able to apply new technologies including AI to reimagine workflows.

Responsabilités

• Model development cycle from prototype to production testing.
• User ad-hoc analysis.
• Ongoing monitoring of models.

Connaissances

Python

Formation

Bachelor's Degree

Description du poste

Fannie Mae in the United States seeks a seasoned Quantitative Modeling - Interest Rate Modeling - Advisor to apply advanced modeling techniques to the area of interest rate models, derivatives valuation, and hedge accounting. You will develop prototypes and move them to production, perform ad-hoc analyses, and monitor models.

The role requires 6+ years in rate modeling/derivatives, a strong track record designing financial models, and a willingness to embrace AI and new technologies to reimagine