Senior Manager, Mortgage Analytics & Modeling

Fannie Mae; Washington (District of Columbia); On-site; USD 175,000 - 239,000; Full time

Job summary

Fannie Mae seeks a Senior Manager for Enterprise Modeling and Analytics to lead quantitative research, model development, and analytical support for mortgage‑related valuation and risk models. You will steer end‑to‑end model lifecycles, partnering with Capital Markets, Market Risk, Validation, and Technology to ensure robust, scalable solutions.

The role requires 6+ years in quantitative modeling, strong Python skills, and a track record of delivering across complex projects with clear

Qualifications

• 6 years of experience in quantitative modeling, model development, mortgage analytics, fixed‑income analytics.
• Strong understanding of statistical modeling, model calibration, backtesting, benchmarking, sensitivity analysis, scenario analysis, and stress testing.
• Experience supporting models throughout the development, implementation, validation, production, and performance‑monitoring lifecycle.
• Demonstrated experience leading complex quantitative projects and coordinating work across multiple stakeholders.
• Strong written and verbal communication skills, including the ability to explain technical concepts to nontechnical audiences.

Responsibilities

• Lead the research, development, calibration, implementation, and monitoring of mortgage prepayment, valuation, and market‑risk models.
• Direct Agency MBS prepayment‑model research across mortgage products and borrower segments.
• Translate model outputs into actionable insights for stakeholders across Capital Markets, Market Risk, trading, and leadership.
• Manage the model lifecycle in collaboration with Model Risk Management and Validation.
• Apply business context to interpret results, monitor performance, and assess risks.
• Drive model modernization with AI‑enabled automation and on‑demand analytics.

Skills

Quantitative modeling

Mortgage analytics

Fixed-income analytics

Statistical modeling

Communication

Education

Bachelor's degree

Master's degree in a quantitative discipline

Tools

Python

Job description

Fannie Mae seeks a Senior Manager for Enterprise Modeling and Analytics to lead quantitative research, model development, and analytical support for mortgage‑related valuation and risk models. You will steer end‑to‑end model lifecycles, partnering with Capital Markets, Market Risk, Validation, and Technology to ensure robust, scalable solutions.

The role requires 6+ years in quantitative modeling, strong Python skills, and a track record of delivering across complex projects with clear