Fannie Mae

15 hours ago

Quantitative Modeling –Interest Rate Derivatives- Manager

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 15 hours agoStatus: Live

Job Summary

Manage a quantitative modeling team focused on mortgage finance research using public and proprietary data. Lead the application of mathematical, statistical, and econometric methods to build interest rate derivatives valuation and counterparty risk models, including hedge accounting. Oversee ad hoc analyses and programming in Python/XML/SQL/R/SAS, guide data-mining-driven insights, and ensure model projects meet company policies and industry practices through rigorous validation and testing. Coach staff to clearly communicate technical results.

Location: Washington

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Manager level

Key Responsibilities

•Manage application of mathematical, statistical, and econometric techniques to deliver practical solutions supporting business strategies.
•Oversee ad hoc quantitative analyses, modeling, and programming using Python, XML, SQL, R, or SAS.
•Guide use of data mining and statistical techniques to develop analytic insights, hypotheses, recommendations, and opportunities to improve performance.
•Ensure the team completes modeling projects aligned with company policies and industry modeling practices.
•Manage validation/testing strategies and assess the quality and risk of model methodologies, outputs, and processes; coach team members to communicate technical topics clearly.

Pay and Benefits

Salary: USD 155,000 - 209,000 annually

Perks:Health InsuranceLife Insurance

Key Requirements

•6 years of related industry experience.
•Demonstrated experience leading projects and/or mentoring junior team members.
•Develop financial models and prepare interest rate and derivatives data using Python and/or SQL.
•Master’s degree in a highly quantitative field such as quantitative finance/financial engineering, mathematics, statistics, or physics.
•Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence.

Experience:6+ yearsMortgage financeFinancial valuationInterest rate derivativesHedge accounting

Education:Bachelor's in Highly quantitative field (e.g., quantitative finance/financial engineering, mathematics, statistics, physics)

Skills:LeadershipMentoringCommunicationAdaptabilityProblem-solving

Tech Stack:PythonXMLSQLRSASArtificial intelligenceData miningYieldBookBloombergBlackRock

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

Website LinkedIn

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Fannie Mae

15 hours ago

Quantitative Modeling –Interest Rate Derivatives- Manager

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 15 hours agoStatus: Live

Job Summary

Location: Washington

Workplace: Hybrid

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Manager level

Key Responsibilities

•Manage application of mathematical, statistical, and econometric techniques to deliver practical solutions supporting business strategies.
•Oversee ad hoc quantitative analyses, modeling, and programming using Python, XML, SQL, R, or SAS.
•Guide use of data mining and statistical techniques to develop analytic insights, hypotheses, recommendations, and opportunities to improve performance.
•Ensure the team completes modeling projects aligned with company policies and industry modeling practices.
•Manage validation/testing strategies and assess the quality and risk of model methodologies, outputs, and processes; coach team members to communicate technical topics clearly.

Pay and Benefits

Salary: USD 155,000 - 209,000 annually

Perks:Health InsuranceLife Insurance

Key Requirements

•6 years of related industry experience.
•Demonstrated experience leading projects and/or mentoring junior team members.
•Develop financial models and prepare interest rate and derivatives data using Python and/or SQL.
•Master’s degree in a highly quantitative field such as quantitative finance/financial engineering, mathematics, statistics, or physics.
•Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence.

Experience:6+ yearsMortgage financeFinancial valuationInterest rate derivativesHedge accounting

Education:Bachelor's in Highly quantitative field (e.g., quantitative finance/financial engineering, mathematics, statistics, physics)

Skills:LeadershipMentoringCommunicationAdaptabilityProblem-solving

Tech Stack:PythonXMLSQLRSASArtificial intelligenceData miningYieldBookBloombergBlackRock

Company Brief

Fannie Mae

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

Website LinkedIn