Quantitative Modeler III

Job Description


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.

Fannie Mae seeks Quantitative Modeler – DC

Support, develop, assess, and execute statistical, mathematical, economic, and financial models for business decision making, risk assessment, financial valuation, and performance measurement in all areas of mortgage finance business. Conduct theoretical and empirical research in all areas of mortgage finance business, including mortgage products and securities, borrower behavior, investment and hedging strategies, residential property valuation, macroeconomic models including housing prices and interest rates, financial valuation of finance assets and derivatives, economic capital, and stress testing. Utilize data mining and statistical techniques to develop analytic insights, sound hypotheses, and informed recommendations.

Implement validation strategies and assess the quality and risk of model methodologies, outputs, and processes. Conduct quantitative analyses, modeling, or programming using SAS, SQL, R, or Python. Provide guidance and coaching to junior team members on analyses and modeling projects. Communicate technical subject matter clearly and concisely, both orally and through written communication via white papers, reports and presentations, to individuals from various backgrounds.

Req’d:  PhD in Economics or related quantitative field with coursework, research or experience in modeling using tools such as SAS, Stata, Matlab, SQL, R, Python.  


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: 58492