- Fannie Mae (Washington, DC)
- …and mentor team members. *THE IMPACT YOU WILL MAKE* * The *Lead Quantitative Modeler - Credit Risk * role will offer you the flexibility to make each day your ... public and proprietary data in all areas of the mortgage finance business. This may include mortgage ...or industry experience in quantitative finance, econometric modeling, economics, credit risk modeling or big data analytics… more
- Fannie Mae (Washington, DC)
- …programming * Desired analytical skills: * Experience identifying and determining levels of mortgage risk and provide remediation for risk reduction * ... preferred * Must have adequate knowledge of Single Family mortgage business and risk and understand stress...financial institutions * Adequate quantitative knowledge to understand quantitative credit risk models, and their model rationale… more
- Fannie Mae (Washington, DC)
- …development * Expertise in quantitative analytics applied to one or more areas within credit , interest rate, counterparty credit risk , and/or fixed income ... the theoretical and empirical research in all areas of mortgage finance business, including mortgage products and...rate, financial valuation of finance assets and derivatives, economic capital , and stress testing. In this role, you will… more
- Fannie Mae (Washington, DC)
- …the organization, by applying data analytics skills, advanced tools or techniques, and credit risk management knowledge. * Analyze risks and research solutions. ... Required Experience * 4 years relevant experience; 5 years preferred * Mortgage industry experience strongly preferred * Hands-on risk management experience… more
- Fannie Mae (Washington, DC)
- …support the single-family business in the structuring of Fannie Mae's Credit Risk Transfer (CRT) deals to optimize capital efficiency. Your efforts will ... to optimize its multi-billion-dollar CRT program, which covers both Capital Markets as well as reinsurance executions. Work will... mortgage space * Knowledge of Fannie Mae's credit risk transfer program and products *… more
- CIBC (Washington, DC)
- …appropriate risk mitigation through detailed analysis and underwriting of credit . Responsibilities may include presenting at Loan Committee. Quarterback to drive ... keep informed of changes to policy and procedure that will impact portfolio ( credit policy, risk rating framework, regulatory, compliance requirements). + Active… more
- Fannie Mae (Washington, DC)
- …techniques, and writing technical reports to communicate the analysis results * Experience with mortgage industry data and credit risk modelling practices * ... public and proprietary data in all areas of the mortgage finance business. This may include mortgage ...of research or industry experience in quantitative finance, economics, credit risk modeling or big data analytics… more