Quantitative Modeling Opportunities at Fannie Mae (Associate to Management Levels) – (Flexible Hybrid)

Company Description

At Fannie Mae, futures are made. The inspiring work we do helps make a home a possibility for millions of homeowners and renters. Every day offers compelling opportunities to impact the future of the housing industry while being part of an inclusive team thriving in an energizing, flexible environment. Here, you will grow your career and help create access to fair, affordable housing finance.

Job Description

Job Type: Multiple Positions Available

Are you passionate about quantitative modeling, mortgage finance, and risk analytics? Fannie Mae is building a talent pool for multiple Quantitative Modeling roles across various teams, including:

• Capital Markets & Structured Finance Modeling

• Prepayment & Borrower Behavioral Modeling

• Credit Risk & Mortgage Default Modeling

• Market, Liquidity, and Term Structure Interest Rate Modeling

• Interest Rate Derivative pricing

• Mortgage Rate Modeling

• Loss Forecasting & Stress Testing

• Macroeconomic and Time Series Modeling

• Regional and National Home Price Forecasting

Who We’re Looking For:

Fannie Mae is seeking talented quantitative professionals at various levels, from associate modelers to managers, to help drive data-driven decision-making at Fannie Mae. If you have expertise in statistical modeling, mortgage risk analysis, or financial modeling, we encourage you to apply.

Key Responsibilities:

Depending on the specific team and role, responsibilities may include:

• Developing and refining quantitative models to assess interest rate risk, prepayment risk, credit risk, market risk, or capital requirements.

• Applying statistical and machine learning techniques to improve mortgage loan performance predictions.

• Conducting scenario analysis, stress testing, and sensitivity analysis to evaluate financial risk exposure.

• Collaborating with cross-functional teams in risk management, capital markets, data analytics, and business units to enhance model effectiveness.

• Ensuring regulatory compliance by aligning models with FHFA, Basel, and other industry model risk management standards.

• Presenting findings and recommendations to senior leadership and external stakeholders.

Qualifications

Preferred Qualifications:

• Education: Bachelor’s, Master’s, or Ph.D. in Quantitative Finance, Economics, Statistics, Mathematics, Data Science, Computer Science, or related fields.

• Technical Skills: Proficiency in Python, R, SAS, SQL, MATLAB, or C++ for statistical modeling and data analysis.

• Mortgage Finance Knowledge: Experience with single-family or multifamily mortgage models, MBS, prepayment behavior, credit default risk, or capital markets risk.

• Experience Level: Open to early-career, mid-career, and managerial candidates with relevant experience in mortgage modeling, financial risk, or quantitative analytics.

Why Join Fannie Mae’s Talent Pool?

By joining this talent pool, you will:

• Be considered for multiple roles across different modeling teams at Fannie Mae.

• Work on high-impact projects shaping the U.S. housing finance system.

• Gain exposure to cutting-edge quantitative finance and mortgage analytics.

• Enjoy career growth, mentorship, and leadership development opportunities.

Apply now to be considered for upcoming Quantitative Modeling roles at Fannie Mae!

**Please note that this invitation is NOT an active opening/positing. Applying constitutes an expression of interest in future similar active openings at Fannie Mae. A recruiter will review your qualifications and, if an active opening becomes available in the future that meets your skill set, you may be contacted. **

Additional Information

The future is what you make it to be. Discover compelling opportunities at careers.fanniemae.com.
Fannie Mae is an Equal Opportunity Employer, which means we are committed to fostering a diverse and inclusive workplace. All qualified applicants will receive consideration for employment without regard to race, religion, national origin, gender, gender identity, sexual orientation, personal appearance, protected veteran status, disability, age, or other legally protected status. For individuals with disabilities who would like to request an accommodation in the application process, email us at [email protected].

The hiring range for this role is set forth on each of our job postings located on Fannie Mae's Career Site. Final salaries will generally vary within that range based on factors that include but are not limited to, skill set, depth of experience, certifications, and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package, Fannie Mae offers a broad range of Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee’s physical, mental, emotional, and financial well-being. See more here.