Capital Markets Pricing and Valuation - Lead Associate

Fannie Mae
Washington, Plano
Workplace: HybridFull timeUSD 123,000 - 161,000 annuallyFunction: Administration & Executive AssistanceExperience: 4+ yearsEducation: bachelorsSkills: ["Analytical skills","Attention to detail","Written communication","Oral communication","Adaptability"]

Support valuation of Fannie Mae’s asset and liability portfolios by building cash flow and pricing models, executing daily fair-value pricing, and researching market activity and risk factors. Use fixed-income analytics and advanced tools (including SQL, Python, R, and Excel) to develop pricing methodologies, run scenario/sensitivity analysis, and translate results into clear guidance for internal stakeholders while mentoring less experienced staff.

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FursaFursa
Fannie Mae
Fannie Mae
4 days ago

Capital Markets Pricing and Valuation - Lead Associate

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Last checked: 1 hour agoStatus: Live

Job Summary

Support valuation of Fannie Mae’s asset and liability portfolios by building cash flow and pricing models, executing daily fair-value pricing, and researching market activity and risk factors. Use fixed-income analytics and advanced tools (including SQL, Python, R, and Excel) to develop pricing methodologies, run scenario/sensitivity analysis, and translate results into clear guidance for internal stakeholders while mentoring less experienced staff.
Location: Washington, Plano
Workplace: Hybrid
Employment Type: Full time
Job Function: Administration & Executive Assistance
Seniority: Mid level

Key Responsibilities

  • •Create and enhance cash flow models, pricing methodologies, and valuation techniques for fixed-income portfolios and new initiatives.
  • •Execute daily fair-value pricing for loans, securities, debt, and derivatives used by Trade Desks, Risk Management, and Financial Reporting.
  • •Research market activity and risk factors affecting portfolio pricing and develop pricing methodologies and strategies to match current market conditions.
  • •Conduct financial analysis including scenario/sensitivity analysis, stress testing, and attribution analysis; translate results into clear conclusions.
  • •Lead periodic market analysis across portfolio groups and collaborate with model builders to vet and improve models, translating outcomes for customers.

Pay and Benefits

Salary: USD 123,000 - 161,000 annually

Key Requirements

  • •4+ years of fixed income market experience from a trading, portfolio management, securities valuation, or research background.
  • •Bachelor's degree in Economics, Finance, or a STEM-related area.
  • •Strong knowledge of MBS, CMOs, REMICS, derivatives, and rate markets.
  • •Deep understanding of fixed income analytics and valuations (e.g., DCFs, OAS, duration/convexity).
  • •Advanced Excel and modeling skills; proficient with SQL, Visual Basic, R, or Python is a plus.
Experience:4+ yearsFixed incomeTradingSecurities valuation
Education:Bachelor's in Economics, Finance, or STEM related area
Skills:Analytical skillsAttention to detailWritten communicationOral communicationAdaptability
Certifications:CFAFRMCTP
Tech Stack:SQLPythonRExcelBloombergIntexVisual BasicFixed income analytics

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