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Reston

    Enterprise Model Risk - N/A, United States - Fannie Mae

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    Scientific
    Description

    As a key member of our team, you will conduct theoretical and empirical research in various areas of mortgage finance, utilizing both public and proprietary data. The role involves working with mortgage products and securities, borrower behavior, investment strategies, property valuation, macroeconomic models, financial assets, economic capital, and stress testing.



    IMPACT OF YOUR WORK
    • Conduct theoretical and empirical research in mortgage finance
    • Develop model risk reporting and applications using Python
    • Contribute to Agile development process for continuous improvement
    • Implement and manage data models for analytical insights
    • Apply mathematical and statistical techniques to support business initiatives
    • Utilize quantitative methods to enhance business performance
    • Ensure modeling projects align with company policies and practices
    • Mentor junior team members

    QUALIFICATIONS

    Masters in Economics or Finance with three years of experience in financial analysis and modeling within the mortgage finance industry. Proficiency in Python, MySQL, PostgreSQL, Redshift databases, JIRA, BitBucket, Git, Confluence, Linux shell script, RESTAPIs, Salesforce, SOQL, AWS services, Tableau, Power BI, and Agile methodologies. Strong written and oral communication skills are essential.



    Fannie Mae is an Equal Opportunity Employer committed to diversity and inclusion. All applicants will be considered without discrimination based on race, religion, gender, sexual orientation, veteran status, disability, age, or other legally protected status.



    This role offers a competitive salary and benefits package that includes health, life, and voluntary lifestyle benefits. For further details, visit the Fannie Mae Career Site.


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