FINANCIAL ENGINEER

Employer
FANNIE MAE
Location
Washington D.C.
Posted
Sep 17, 2017
Closes
Sep 30, 2017
Function
Finance
Industry
Other
Hours
Full Time

Financial Engineer, Washington, DC sought by Fannie Mae. Use advanced math, economic & computational tools to dvlp models & algorithms that support measuring servicer performance & understanding level of credit risk under varying economic & mkt conditions. Conduct research on large complex datasets to accurately forecast impact on mortgage credit risk, property values, loan prepayments, defaults & severity. Dvlp statistical tests & benchmark performance metrics for models. Support tech & data infrastructure teams in model implmtn; provide algorithms to enhance computational performance & dsgn user acceptance test cases for systm reconciliation & vetting. Document research, model vetting & implmtn reqmts thru techn'l whitepapers. Req'd: BS in Fin'l Engg or similar quant field & 1 yr rltd exp. Exp must incl work w/ C++ & R. Excellent written/oral communication skills. To apply: Go to http://www.fanniemae.com/portal/careers/index.html & search Job #50731