Quantitative Modeling –Interest Rate Modeling- Advisor

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.

THE IMPACT YOU WILL MAKE

The Quantitative Modeling –Interest Rate Modeling- Advisor role will serve as a subject expert in one or more of the key modeling areas related to interest rate models. The Quantitative Modeling –Interest Rate Modeling- Advisor role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following 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

Minimum Required Experiences:

• 6 years

• 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

Target Pay Range: $155,000.00 - 209,000.00 a year

Internal Job Title: Enterprise Modeling and Analytics - Quantitative Modeling - Advisor

Qualifications

Education:

The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.

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:

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Why work here?

Tackle America’s biggest housing challenges using the latest technology and AI, while collaborating with experts in their fields. Join our energizing environment—you’re invited to apply.

About Us

As a Fortune 25 company, Fannie Mae expands access to housing across America. Powered by the latest tech and AI, our innovative products and services drive the mortgage industry forward. We believe that prioritizing our people’s growth and success is essential to achieving our business goals and fulfilling our purpose.