full-time
Enterprise Analytics and Modeling - Quantitative Engineering - Lead Associate
Fannie Mae
- Employer
- Fannie Mae
- Location
- Washington, District of Columbia, United States
- Working pattern
- on-site
- Salary
- $141,000–$184,000 / year
About the role
Lead the development and implementation of financial models supporting investment and capital markets, with a primary focus on interest rate modeling, derivatives valuation, and mortgage rate modeling. Lead the design, testing, and deployment of scalable modeling applications, while assessing implementation quality, production risks, system requirements, and emerging technologies. At least four years of experience is required, along with a bachelor's degree. Desired qualifications include an advanced degree in a quantitative field, experience building derivatives valuation or term structure models, and knowledge of stochastic calculus.