Capital Markets Pricing and Valuation - Associate

Fannie Mae
Washington
Workplace: HybridFull timeUSD 85,000 - 110,000 annuallyFunction: Communications, PR & CommunityExperience: 1-2 yearsEducation: bachelorsSkills: ["Analytical skills","Attention to detail","Communication","Independent work","Adaptability"]

Support the Capital Markets Pricing and Valuation team in valuing Fannie Mae’s asset and liability portfolios. Build cash flow models and pricing methodologies using fixed-income concepts to execute fair-value pricing across loans, securities, debt, and derivatives. Research market activity and risk factors, perform scenario and sensitivity analysis, and help vet and validate models while translating results into actionable conclusions for internal customers.

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FursaFursa
Fannie Mae
Fannie Mae
1 week ago

Capital Markets Pricing and Valuation - Associate

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Last checked: 5 days agoStatus: Live

Job Summary

Support the Capital Markets Pricing and Valuation team in valuing Fannie Mae’s asset and liability portfolios. Build cash flow models and pricing methodologies using fixed-income concepts to execute fair-value pricing across loans, securities, debt, and derivatives. Research market activity and risk factors, perform scenario and sensitivity analysis, and help vet and validate models while translating results into actionable conclusions for internal customers.
Location: Washington
Workplace: Hybrid
Employment Type: Full time
Job Function: Communications, PR & Community
Seniority: Entry level

Key Responsibilities

  • •Create cash flow models, pricing methodologies, and valuation techniques for fixed-income portfolios and new business initiatives.
  • •Execute daily fair-value pricing for loans, securities, debt, and derivative portfolios used by Trade Desk, Risk Management, and Financial Reporting.
  • •Research market activity and risk factors that could affect portfolio pricing.
  • •Document and report on processing/analyzing large datasets efficiently using financial engineering tools and techniques.
  • •Contribute to financial analysis and forecasting, including scenario/sensitivity analysis, stress testing, and model interpretation and validation.

Pay and Benefits

Salary: USD 85,000 - 110,000 annually

Key Requirements

  • •Bachelor’s degree or equivalent.
  • •1–2 years of relevant experience in fixed income areas such as trading, portfolio management, securities valuation, or research.
  • •Basic understanding of MBS and financial markets.
  • •Understanding of fixed income analytics (e.g., DCFs, OAS, duration/convexity, spreads/discount margins).
  • •Advanced Excel skills; experience with Bloomberg or Intex and SQL is a plus.
Experience:1-2 yearsFixed incomeMBSFinancial marketsPortfolio managementSecurities valuation
Education:Bachelor's
Skills:Analytical skillsAttention to detailCommunicationIndependent workAdaptability
Certifications:CFACPAFRMCTP
Tech Stack:ExcelBloombergIntexSQL

Company Brief

Fannie Mae
Fannie Mae is a government-sponsored enterprise that provides liquidity, stability, and affordability to the U.S. mortgage market by guaranteeing and purchasing residential mortgage loans and mortgage-backed securities.
Industry: Lending
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Government & Public Sector
Valuation: Public Company (Market Cap in USD)
Funding: Government Funded
Headquarters: Washington, United States
Founded: 1938
WebsiteLinkedIn