Full-Time Lead Quantitative Modeler - Credit Risk
Fannie Mae is hiring a remote Full-Time Lead Quantitative Modeler - Credit Risk. The career level for this job opening is Manager and is accepting Washington, DC based applicants remotely. Read complete job description before applying.
Fannie Mae
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As a valued team member, lead in theoretical and empirical research with public and proprietary data in mortgage finance. This includes mortgage products, borrower behavior, investment, hedging strategies, macroeconomic models, financial valuation, and economic capital.
Responsibilities:
- Lead teams in providing innovative, practical solutions supporting business strategies and initiatives.
- Conduct or assess ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python.
- Coach and mentor team members in utilizing data mining and statistical techniques for analytic insights, sound hypotheses, and informed recommendations.
- Identify opportunities to apply quantitative methods to improve business performance.
- Lead teams to complete modeling projects aligned with company policies and industry practices.
- Develop validation or testing strategies and assess the quality and risk of model methodologies, outputs, and processes.
- Interpret model results, monitor performance, assess risks, and apply business context.
- Communicate technical subject matter clearly and concisely to department leadership and teams.