Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk

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 contributor to our team, you will advise the team and management on the overall direction of analytical activities, and data infrastructure and database maintenance.

THE IMPACT YOU WILL MAKE

The Advisor Quantitative Analyst - Balance Sheet and Capital Market Risk 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 responsibilities:

• Developing and updating risk metrics and associated limits/thresholds to identify and assess balance sheet market risk exposures.
• Establishing effective processes to monitor and report market conditions, balance sheet activities, positions and market risk exposures.
• Performing independent review and assessment on the first line's balance sheet market risk management practice and results, including those from BAU reporting as well as the company's capital stress test program.
• Providing analytical support to the general Market & Liquidity Risk Management area, including evaluating strength and weaknesses of methodology/assumptions as they relate to market & liquidity risk measurement.
• Preparing detailed documentation on the results and findings and communicating effectively to key stakeholders from all lines of defense.
• Provide recommendations to the business for analytic support, testing activities, and quantitative analysis.
• Review analytic activities and develop testing and modeling techniques.
• Translate data outputs to customers, business partners, and key stakeholders.
• Analyze and monitor predictive data models and machine learning tools to help fuel Fannie Mae's innovation and impact.

THE EXPERIENCE YOU BRING TO THE TEAM

Minimum Required Experiences:

• 6 years
• Bachelor degree or equivalent
• Demonstrated strong communication skills to collaborate effectively within the Market & Liquidity Risk Management area and across all three lines of defense, ensuring alignment and optimal risk management outcomes

Desired Experiences:

• Master's or Ph.D. in a quantitative field such as Financial Engineering, Finance, Economics, Mathematics, or a related discipline with strong quantitative background
• Extensive experience in market risk modeling/monitoring within the financial services industry
• Extensive experience in measuring/monitoring balance sheet interest rate risk exposures, and development/validation of models/analytical tools for quantification of market risk exposures in financial institution
• In-depth knowledge on valuation and market risk characteristics of mortgage assets and common fixed income/interest rate derivative products
• Familiarity with regulatory requirements related to market and liquidity risk, such as CCAR/DFAST, IRRBB, LCR
• Strong communication skills, both written and verbal, with the ability to convey complex technical concepts to diverse stakeholders

Enterprise Capital Markets Risk - Analytics & Modeling - Advisor

Target Pay Range: $138,000 - $180,000 a year

#LI-Hybrid #LI-ME1

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 expected 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:
138000
to
180000

Client-provided location(s): Washington, DC

Job ID: Fannie-JR933

Employment Type: FULL_TIME

Posted: 2025-07-29T12:43:52