Tuesday, March 8, 2011

Fannie Mae - Director, Risk Analytics in the Washington, DC area


Fannie Mae exists to expand affordable housing and bring global capital to local communities in order to serve the U.S. housing market. Today, our focus is on preventing foreclosures, making mortgages and rental housing as affordable as possible, and supporting the housing recovery. We are rapidly building and realigning our company to better serve the market as we support the Administration's Homeowner Affordability and Stability Plan.

Join our dedicated, diverse, high-performing workforce and put your unique talents to good use as we work with our partners to advance our nation's housing recovery.

For more information about Fannie Mae and our career opportunities, visit www.fanniemae.com.


Direct the work of a unit whose staff develop value-at-risk models for the classes of assets or financial instruments the company owns or underwrites. Use risk assessment models such as scenario models or sensitivity analyses to measure and quantify risk as it pertains to different classes of assets. May apply advanced mathematical, statistical, or other financial analytical tools to develop more precise analyses or projections of the financial performance of different assets classes in different economic environments. May use advanced programming skills to test or validate models or to price or evaluate various derivative products.


Confer with business units whose assets or transactions are subject to risk analysis for business or regulatory reasons. Determine ways in which analysis or analytical tools can be sharpened or made more useful to the business, customers, or regulators.
Direct the work of a unit in applying varied statistical and mathematical tools to analyzing the risk of varied financial products, assets and transactions. Review and critique analysis and suggest different analytical approaches or methods.
Confer with leadership and key professionals among economists, modelers, treasury and trading to coordinate efforts and sustain consensus on the organization's approach to analyzing and quantifying risk.
Track academic research in quantitative modeling used to quantify risk for financial assets and their derivatives; may confer with academic professionals on current thinking, models entering use, and the like.
Report to senior management on the unit's production, activities, and efforts.
Represent the unit as an expert or resource to cross-functional project or coordinating teams.
Plan, document, and manage the performance of subordinate managers and/or staff. Provide for professional or technical growth through assignment, mentoring, or training.
Plan and manage the unit's budget. Approve expenditures or budget transfers.
Bachelor's Degree or equivalent required
8-10 years of related experience
Candidate must have mortgage market or fixed income modeling experience.
Strong knowledge of capital management including awareness of current market trends and industry best practices regarding economic capital.
Must be able to effectively communicate across the firm including to senior management and primary model owners.
Must be experienced managing a team of quantitative analysts or researchers.

As a condition of employment with Fannie Mae, any successful job applicant will be required to pass a pre-employment drug screen and to successfully complete a background investigation, which may also include a credit check for positions in some areas of our business.

Fannie Mae is an Equal Opportunity Employer.

Click here to apply www.fanniemae.com

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