Enterprise Risk - Financial Engineering - Advisor - REF8667M
Company DescriptionAt Fannie Mae, futures are made. The inspiring work we do makes an affordable home a reality and a difference in the lives of Americans. Every day offers compelling opportunities to impact the future of the housing industry while being part of an inclusive team thriving in an energizing, flexible environment. Here, you will help lead our industry forward and make your career.Job DescriptionTHE IMPACT YOU WILL MAKEAs a valued contributor on our team, you will advise the team responsible for applying mathematical models, advanced tools or techniques (such as SAS, Python, and R), and financial industry knowledge to business or financial data, including model results. Your efforts will enable the team to analyze or report on business performance, solve business questions, or inform business decisions. Work may include developing models or prototypes to achieve these goals, but is not the core focus in the role.ResponsibilitiesThe Enterprise Risk - Financial Engineering - Advisor 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 responsibilitiesDevelop analytical frameworks for risk appetite and limits setting, sensitivity and scenario analysis and forecasting of leading risk indicatorsDevelop complex approach to corporate strategic plan analysis, and the assessment of capital implications.Design and propose metrics and methodologies for capital adequacy, allocation, and optimization strategies.Leverage knowledge of financial analysis, understanding of Fannie Mae's business as well as existing internal econometric models in answering ad-hoc analytical questions.Consult with senior leadership on consolidation, validation, and preparation of monthly risk reporting.QualificationsTHE EXPERIENCE YOU BRING TO THE TEAMProvide guidance on processing or analyzing large amounts of data efficiently using advanced financial engineering tools and techniques. Determine customer's intended uses for a financial analysis or model.Apply complex solution to financial analysis or forecasting, which may include scenario or sensitivity analysis, stress testing, or attribution analysis.Execute models and/or interpret model results. Translate the results from the analysis or models for the customer into understandable conclusions.Provide advanced solutions to model builders to vet new models, suggest changes to existing models, or analyze model performance data.Analyze results from data and systems analysis, validation, and regression testing.Minimum Required Experiences6 yearsDesired ExperiencesBachelor degree or equivalentCollective capabilities for leadership, including leading teams, giving feedback, facilitating meetings, and coaching and mentoringDeep knowledge of Single family and Multifamily mortgage lending business and risk managementExperience in Financial Institution Regulatory Capital, Economic Capital and FHFA Enterprise Risk Capital FrameworkBackground in Economics, Finance and Mathematics/Physics (STEM)Prior experience developing risk models, Monte Carlo simulation, Advanced Econometrics, Data Analysis and visualizationExperience leading analytical projects leveraging either SAS, SQL, Python, R, Tableau preferredCross-functional business skills with excellent facilitation and communication skills, strong influencing skills, and ability to effectively present to and work with senior managementAbility to digest complex issues and communicate in concise mannerSkillsBusiness Insight including advising, designing business models, interpreting customer and market insights, forecasting, benchmarking, etc.Experience identifying measures, or indicators of system performance, and the actions needed to improve or correct performance to achieve desired outcomesExperience defining and managing changes to documents, code, computer programs, websites, and other files to enable collaboration and ensure teams are working from the latest versionExperience gathering accurate information to explain concepts and answer critical questionsRisk Assessment and Management including evaluating and designing controls, conducting impact assessments, identifying control gaps, remediating risk, etc.Skilled in cloud technologies and cloud computingSkilled in documentation and database reporting for the purposes of analysis, data discovery, and decision-making with the use of relevant software such as Crystal Reports, Excel, or SSRSExpertise in using statistical methods, including: developing and testing hypotheses, using experimental design, and running linear and logistic regressionsWorking with people with different functional expertise respectfully and cooperatively to work toward a common goalToolsSkilled in RStudio to develop programs in RSkilled in JavaSkilled in using IntexExperience using Macros in ExcelSkilled in Microsoft TeamsExperience using scheduling software to book eventsSkilled in R Language ProgrammingSkilled in using Bloomberg ProfessionalSkilled in ExcelSkilled in Python object-oriented programmingSkilled in SASSkilled in TableauSkilled in SQLSkilled in Amazon Web Services (AWS) offerings, development, and networking platformsExperience using JIRAAdditional InformationThe future is what you make it to be. Discover compelling opportunities at careers.fanniemae.com.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 email@example.com.