Fannie Mae provides reliable, large-scale access to affordable mortgage credit in communities across our nation. We are the leading source of funding for housing in America, which means more people can buy or rent a home. We are focused on sustaining the housing recovery, improving our company, and leading change to make housing better.
Join our diverse, high-performing team and make a difference as we work together to enable access to a good home.
Use advanced computational, mathematical, statistical, or data analysis tools to apply financial or economic theory in creating, implementing or testing modeling and analytical software systems for use in product development, pricing, portfolio management, forecasting, risk management and other business applications.
KEY JOB FUNCTIONS
- Under general direction of supervisor, develop and implement all components of financial models, cash flow simulations, P&L and risk metrics calculations in end-user or production computing systems for use in business decisions, financial and regulatory reporting, and risk management.
- Translate complex mathematical, business, and financial modeling logic into software code, with minimal supervision.
- Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements.
- Design and execute modeling application systems via distributed computing both on premise and on external cloud.
- Assess model implementation quality and production control risk, with minimal supervision.
- Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use.
- Evaluate system requirements for model and analytical applications such as computing power, storage, network, and security, and recommend technology platforms and architecture designs for model applications to ensure robust and scalable execution.
- Monitor emerging technologies and industry best practices of model and analytical system implementation.
- Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing.
- Work and collaborate effectively, as part of a team and across organizational lines. Provide technical guidance or coaching to more junior staff.
Education Level Required (if any)
- Bachelors Degree
Education Level Preferred(if any)
- Masters, PhD or Other Advanced Degree
- 4-6 Years
SPECIALIZED KNOWLEDGE & SKILLS
- MBS prepayment data analysis and residential mortgage data analysis
- Data preparation, processing and analysis
- UNIX shell scripting, XML, SQL
- Python programming
- Experience with machine-learning platforms such as Amazon SageMaker is preferred
- Experience cloud development platforms such as AWS is preferred
As a condition of employment with Fannie Mae, any successful job applicant will be required to successfully complete a background investigation.
Fannie Mae is an Equal Opportunity Employer.
Req ID: 58454