Asset Liability Management - Senior Associate

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 colleague on our team, you will contribute to the overall strategy of the management of the retained mortgage portfolio. Responsibilities include monitoring financial markets, providing analysis on trades or transactions, reporting relative value opportunities to management, and evaluating risks and valuation of the portfolio. You will utilize various strategies for analyzing financial market data and determining trends or patterns. You will make trade or transaction recommendations based on the analysis of financial market data and various valuation models and collaborate with your team and management to establish pricing and valuation based on the associated risk of the asset.

In this position you will:

Monitor financial markets, track financial market activities, understand and evaluate new developments in the market, and report on potential impact on business/position, as well as use internal valuation and risk models to assist with analysis and demonstrate proficiency with financial market data sources.
Provide analysis on trades/transactions. Develop and evaluate relative value trading opportunities.
Evaluate the risk profile of the portfolio using various models and analytical tools.
Support Single Family Capital Markets in providing analysis and pricing for the Buyup/Buydown grids use in internal and external MBS execution.
Maintain and strengthen relationships with financial dealers or other market makers to provide pricing information on mortgage-backed securities (MBS) available for sale.
Develop and build strong relationships with internal and external customers through active engagement and inspiring work.

THE EXPERIENCE YOU BRING TO THE TEAM

Minimum Required Experiences:

2 years of related experience
Bachelor's degree or equivalent
Experience analyzing data to identify trends or relationships to inform conclusions about the data
Skilled in presenting information and/or ideas to an audience in a way that is engaging and easy to understand
Intermediate Excel skills

Desired Experiences:

Bachelor's degree or equivalent in finance, statistics, or engineering prefer.
Prior experience in mortgage trading or portfolio management environment
Prior experience using statistical methods including developing and testing hypotheses, using experimental design, and running linear and logistic regressions
Experience using Python or R
Prior experience with business intelligence tools such as Tableau or Microstrategy
Prior experience with Bloomberg, Intex, Blackrock Aladdin or Tradeweb

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 encouraged 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:
107000
to
139000

Back