US-DC Washington, FINANCIAL ENGINEER, Fannie Mae 1142

FEATURED COMPANY: Fannie Mae
CONTACT THIS COMPANY DIRECTLY TO SUBMIT YOUR RESUME FOR THIS JOB

Position: Financial Engineer
Date: July 20, 2016
JOB #1142
Location: Washington DC
Status: Full-time

DESCRIPTION: Financial Engineer

Financial Engineer: Fannie Mae, Washington DC. Use advanced math, econ & computational tools to develop models & algorithms that support measuring servicer performance & understanding level of credit risk under varying economic & market conditions. Conduct research on large complex datasets to accurately forecast impact on mortgage credit risk, property values, loan prepayments, defaults & severity. Develop statistical tests & benchmark performance metrics for models. Support tech & data infrastructure teams in model implementation; provide algorithms to enhance computational performance & design user acceptance test cases for system reconciliation & vetting. Document research, model vetting & implementation requirements through technical whitepapers. REQ: MS Financial Engineering; ability to conduct independent research w/ quantitative model estimation; advanced computational skills with C++, Matlab, VBA & R; proficiency in technical writing/documentation & excellent written/oral communication skills. Pre-employment drug screen & background chk. $108000/yr to $133000/yr. 8:30am to 5pm, M-F. Send resume to Recruitment and Employment Office, FANNIE MAE, Attn: Job Ref #:FAN37336, PO Box 56625, Atlanta, GA 30343