Enterprise Analytics and Modeling - Quantitative Modeling - Senior Manager

Fannie Mae
Washington, Virginia
Workplace: HybridFull timeUSD 175,000 - 239,000 annuallyFunction: Capital Markets, Trading & QuantExperience: 6+ yearsEducation: bachelorsSkills: ["Leadership","Communication","Coaching","Stakeholder management","Adaptability"]

Lead quantitative research, model development, and analytics support for agency mortgage-backed securities valuation, risk management, and capital markets decision-making. Manage end-to-end model lifecycle work—from design through implementation, performance monitoring, validation challenge, and production support—partnering with Capital Markets, Market Risk, Model Risk Management, and Technology. Translate complex quantitative outputs into actionable insights and drive model modernization using AI-enabled automation and scalable analytical workflows.

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FursaFursa
Fannie Mae
Fannie Mae
1 day ago

Enterprise Analytics and Modeling - Quantitative Modeling - Senior Manager

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Last checked: 3 hours agoStatus: Live

Job Summary

Lead quantitative research, model development, and analytics support for agency mortgage-backed securities valuation, risk management, and capital markets decision-making. Manage end-to-end model lifecycle work—from design through implementation, performance monitoring, validation challenge, and production support—partnering with Capital Markets, Market Risk, Model Risk Management, and Technology. Translate complex quantitative outputs into actionable insights and drive model modernization using AI-enabled automation and scalable analytical workflows.
Location: Washington, Virginia
Workplace: Hybrid
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Manager level

Key Responsibilities

  • •Lead a team responsible for research, development, calibration, implementation, and ongoing monitoring of mortgage prepayment, valuation, and market-risk models.
  • •Direct agency MBS prepayment-model research across mortgage products and borrower segments, including analysis of refinancing behavior and changing market dynamics.
  • •Translate model outputs and quantitative findings into actionable insights for Capital Markets, Market Risk, trading, portfolio management, and senior leadership.
  • •Manage the model lifecycle in collaboration with Model Risk Management and Validation, including planning, documentation, performance monitoring, challenge/remediation, and resolution of validation/audit findings.
  • •Drive model modernization by advancing analytical frameworks and AI-enabled automation and workflows responsive to evolving model user needs.

Pay and Benefits

Salary: USD 175,000 - 239,000 annually
Perks:Health InsuranceLife Insurance

Key Requirements

  • •6+ years of experience in quantitative modeling, model development, mortgage analytics, and fixed-income analytics.
  • •Strong statistical modeling expertise including calibration, backtesting, benchmarking, sensitivity/scenario analysis, and stress testing.
  • •Experience supporting models across the full development, implementation, validation, production, and performance-monitoring lifecycle.
  • •Demonstrated experience leading complex quantitative projects and coordinating across business, risk, validation, and technology stakeholders.
  • •Advanced Python programming skills to develop scalable analytical solutions and strong communication to technical and nontechnical audiences.
Experience:6+ yearsMortgage analyticsFixed-income analyticsCapital marketsModel risk managementMortgage prepayment modeling
Education:Bachelor's
Skills:LeadershipCommunicationCoachingStakeholder managementAdaptability
Tech Stack:PythonArtificial intelligenceAI-enabled automation

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