Fannie Mae
Advisor Quantitative Analyst - Balance Sheet and Capital Market R...
Fannie Mae - Washington, District of Columbia, us, 20022
Work at Fannie Mae
Overview
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Overview
Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
Join to apply for the
Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
role at
Fannie Mae Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
2 days ago Be among the first 25 applicants Join to apply for the
Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
role at
Fannie Mae At Fannie Mae, 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 a collaborative team thriving in an energizing environment. Here, you will grow your career and help create access toaffordable housing finance.
Job Description
As a valued contributor to our team, you will advise the team and management on the overall direction of analytical activities, and data infrastructure and database maintenance.
THE IMPACT YOU WILL MAKE
Responsibilities
The
Advisor
Quantitative Analyst - Balance Sheet and Capital Market Risk
role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:
Developing and updating risk metrics and associated limits/thresholds to identify and assess balance sheet market risk exposures. Establishing effective processes to monitor and report market conditions, balance sheet activities, positions and market risk exposures. Performing independent review and assessment on the first line’s balance sheet market risk management practice and results, including those from BAU reporting as well as the company’s capital stress test program. Providing analytical support to the general Market & Liquidity Risk Management area, including evaluating strength and weaknesses of methodology/assumptions as they relate to market & liquidity risk measurement. Preparing detailed documentation on the results and findings and communicating effectively to key stakeholders from all lines of defense. Provide recommendations to the business for analytic support, testing activities, and quantitative analysis. Review analytic activities and develop testing and modeling techniques. Translate data outputs to customers, business partners, and key stakeholders. Analyze and monitor predictive data models and machine learning tools to help fuel Fannie Mae's innovation and impact.
Minimum Required Experiences
THE EXPERIENCE YOU BRING TO THE TEAM
6 years Bachelor degree or equivalent Demonstrated strong communication skills to collaborate effectively within the Market & Liquidity Risk Management area and across all three lines of defense, ensuring alignment and optimal risk management outcomes
Desired Experiences
Master’s or Ph.D. in a quantitative field such as Financial Engineering, Finance, Economics, Mathematics, or a related discipline with strong quantitative background Extensive experience in market risk modeling/monitoring within the financial services industry Extensive experience in measuring/monitoring balance sheet interest rate risk exposures, and development/validation of models/analytical tools for quantification of market risk exposures in financial institution In-depth knowledge on valuation and market risk characteristics of mortgage assets and common fixed income/interest rate derivative products Familiarity with regulatory requirements related to market and liquidity risk, such as CCAR/DFAST, IRRBB, LCR Strong communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders
Enterprise Capital Markets Risk - Analytics & Modeling - Advisor
Target Pay Range: $138,000 - $180,000 a year
Qualifications
Education:
Bachelor's Level Degree (Required)
The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.
For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.
Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form .
The hiring range for this role is set forth below. 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 .
Requisition Compensation
138000
to
180000
Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Research, Analyst, and Information Technology Referrals increase your chances of interviewing at Fannie Mae by 2x Get notified about new Quantitative Analyst jobs in
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Join to apply for the
Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
role at
Fannie Mae Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
2 days ago Be among the first 25 applicants Join to apply for the
Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk
role at
Fannie Mae At Fannie Mae, 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 a collaborative team thriving in an energizing environment. Here, you will grow your career and help create access toaffordable housing finance.
Job Description
As a valued contributor to our team, you will advise the team and management on the overall direction of analytical activities, and data infrastructure and database maintenance.
THE IMPACT YOU WILL MAKE
Responsibilities
The
Advisor
Quantitative Analyst - Balance Sheet and Capital Market Risk
role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:
Developing and updating risk metrics and associated limits/thresholds to identify and assess balance sheet market risk exposures. Establishing effective processes to monitor and report market conditions, balance sheet activities, positions and market risk exposures. Performing independent review and assessment on the first line’s balance sheet market risk management practice and results, including those from BAU reporting as well as the company’s capital stress test program. Providing analytical support to the general Market & Liquidity Risk Management area, including evaluating strength and weaknesses of methodology/assumptions as they relate to market & liquidity risk measurement. Preparing detailed documentation on the results and findings and communicating effectively to key stakeholders from all lines of defense. Provide recommendations to the business for analytic support, testing activities, and quantitative analysis. Review analytic activities and develop testing and modeling techniques. Translate data outputs to customers, business partners, and key stakeholders. Analyze and monitor predictive data models and machine learning tools to help fuel Fannie Mae's innovation and impact.
Minimum Required Experiences
THE EXPERIENCE YOU BRING TO THE TEAM
6 years Bachelor degree or equivalent Demonstrated strong communication skills to collaborate effectively within the Market & Liquidity Risk Management area and across all three lines of defense, ensuring alignment and optimal risk management outcomes
Desired Experiences
Master’s or Ph.D. in a quantitative field such as Financial Engineering, Finance, Economics, Mathematics, or a related discipline with strong quantitative background Extensive experience in market risk modeling/monitoring within the financial services industry Extensive experience in measuring/monitoring balance sheet interest rate risk exposures, and development/validation of models/analytical tools for quantification of market risk exposures in financial institution In-depth knowledge on valuation and market risk characteristics of mortgage assets and common fixed income/interest rate derivative products Familiarity with regulatory requirements related to market and liquidity risk, such as CCAR/DFAST, IRRBB, LCR Strong communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders
Enterprise Capital Markets Risk - Analytics & Modeling - Advisor
Target Pay Range: $138,000 - $180,000 a year
Qualifications
Education:
Bachelor's Level Degree (Required)
The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.
For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote.
Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form .
The hiring range for this role is set forth below. 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 .
Requisition Compensation
138000
to
180000
Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Research, Analyst, and Information Technology Referrals increase your chances of interviewing at Fannie Mae by 2x Get notified about new Quantitative Analyst jobs in
Washington, DC . Washington, DC $152,000.00-$221,000.00 1 week ago Washington, DC $57,200.00-$95,347.20 11 hours ago Senior Quantitative Data Research Associate (Justice Programs)
Washington, DC $68,000.00-$86,000.00 4 weeks ago Quantitative Modeling Senior Associate, Internal Audit
Reston, VA $121,000.00-$158,000.00 1 week ago Gaithersburg, MD $57,500.00-$85,600.00 2 days ago Senior Research Analyst, Food Regulation
Washington, DC $100,000.00-$120,000.00 5 days ago Senior Research Analyst - Food and Chemicals Regulation
Research Analyst, Market Strategy & Understanding
Washington, DC $59,000.00-$65,000.00 2 weeks ago Washington, DC $65,000.00-$70,000.00 6 days ago Senior Research Analyst, Market Strategy & Understanding
Washington, DC $65,000.00-$72,000.00 1 week ago Washington DC-Baltimore Area $80,000.00-$110,000.00 2 days ago SNAPP Quantitative Research Fellow, Nature Assessments for Futures Thinking
Arlington, VA $58,820.00-$85,000.00 2 weeks ago Sales Research Analyst, Customer and Field Insights - AWS Sales, Marketing, and Global Services
Arlington, VA $66,900.00-$143,100.00 1 week ago Intermediate Business Analyst (Top Secret Required)
Arlington, VA $72,445.00-$82,575.00 3 days ago Senior Research Associate, Surveys & Analysis
Senior Research Analyst, FDD’s Center on Military and Political Power
Washington, DC $85,000.00-$100,000.00 1 month ago Geospatial Scientist, Data Publishing and Cataloging
Senior Construction Market Research Analyst
Upper Marlboro, MD $89,000.00-$99,325.00 1 month ago Herndon, VA $93,136.00-$115,235.00 1 week ago Arlington, VA $70,000.00-$72,000.00 2 weeks ago Senior Analyst - BCG Vantage (Consumer & Operations)
Economic Policy Analyst - Tax - Quant Eco and Stat - QUEST - Senior - Multiple Positions - 1628579
Principle Geospatial Scientist (Data Collection/Quality Manager)
Managing Consultant Financial Modeler Data Scientist
Principle Geospatial Scientist (Data Publishing/Cataloging Manager
We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr