Senior Manager Capital Markets Engineering

Washington, DC

Employer:

Description

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 to affordable housing finance.

Job Description

As a valued leader on our team, you will manage operational activities of a team of employees who 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; collaborate with department leadership to develop the strategic plan for the function or related business process.

THE IMPACT YOU WILL MAKE
The Senior Manager Capital Markets Engineering 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:

Manage and lead implementation of Prepayment Models, Interest Rate Models and Risk Analytic Calculations serving Capital Markets and Single-Family Lines of Business.
Engage with a wide variety of Stakeholders including Traders and Risk Managers on driving Business Value.
Review the design, development of code and execution of test cases to ensure they meet business needs and model requirements.
Guide effective evaluation of system requirements for model and analytical applications, such as computing power, storage, network, and security. Recommend technology platforms and architecture designs for model applications to ensure robust and scalable execution.
Ensure compliance with internal governance and external regulatory requirements by maintaining robust model documentation, validation, and performance monitoring frameworks.
Mentor teams to help improve awareness of emerging technologies and industry best practices of model and analytical system implementation.

THE EXPERIENCE YOU BRING TO THE TEAM

Minimum Required Experience:

6 years of experience managing large modeling applications serving Capital Markets or other related domains
Demonstrated experience with treasury and capital markets products and data, with a solid grasp of market trends, analytics, and the underlying financial instruments
Proficient in programming languages such as C++ or Python, and familiar with cloud platforms (e.g., AWS, Google, Azure)
Prior experience managing or mentoring teams of quantitative engineers and analyst
Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer Engineering, Software Engineering, Mechanical Engineering, Information Systems or a related quantitative field) or an MBA with a quantitative concentration
Strong communication skills with the ability to explain complex models to non-technical stakeholders

Desired Experience:

Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, Economics, or a related quantitative field.
CFA charterholder or active progress toward CFA certification strongly preferred
Proven experience working in an Agile development environment, with a strong understanding of Agile methodologies and project management practices.

Qualifications

Education:
Bachelor's Level Degree (Required)

The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers.

Fannie Mae is a flexible hybrid company. We embrace flexibility for our employees to work where they choose, while also providing office space for in-person work if desired. At times, while business need may call for on-site collaboration, which means proximity within a reasonable commute to your designated office location is preferred unless job is noted as open to remote.

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 careers_mailbox@fanniemae.com

Requisition compensation:
172000
to
234000

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