full-time
Enterprise Analytics and Modeling - Quantitative Engineering - Lead Associate
Fannie Mae
- Employer
- Fannie Mae
- Location
- Washington, District of Columbia, United States; Reston, Virginia, United States
- Working pattern
- hybrid
- Salary
- $141,000–$184,000 / year
About the role
The role involves leading the development and implementation of financial models for derivatives valuation, interest rate modeling, and hedge accounting. You will translate complex mathematical logic into software code and design scalable modeling systems using distributed computing. The position requires a minimum of 4 years of experience and a bachelor's degree, with a preference for an advanced degree in a quantitative field. Candidates must possess strong skills in Python and demonstrated experience in building models for derivatives valuation or term structures.