Portfolio Risk Mgr II -CapMkts
Company Name:
Fannie Mae Corp
Portfolio Risk Mgr II -CapMkts THE COMPANY 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 . JOB INFORMATION Capital Markets Risk
management
is responsible for measuring and monitoring the risk in the Capital Markets balance sheet which includes over $700 billion of mortgage securities and loans. KEY JOB FUNCTIONS Measure and monitor the market, liquidity and credit risk in the $700 billion balance sheet of mortgage securities and loans. Support portfolio's risk position with attribution to provide feedback to senior management on business strategies. Manage the production of risk management reports and monitor the relevant markets and portfolio activity. Advise and influence Analytics team and traders to develop tactical and strategic guidance on portfolio's risk position that are consistent with limits and capital constraints. Provide recommendations to senior management. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset
classes
and products. Assist in developing debt funding strategy. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products. Assist in developing debt funding strategy. Identify assets that are rich or cheap by assessing model results against recent or expected market developments. Review risk reports and capital adequacy reports to maintain a comprehensive understanding of risk positions, market conditions and business strategies. Maintain an understanding of investment and funding guidelines, market risk policies, liquidity risk policies, credit risk policies, and capital policies. Provide direction to technology support teams to continually develop the infrastructure to support business and modeling needs. This includes the portfolio collection and aggregation process, access to appropriate market information and utilization of different pricing methodologies to estimate fair value, and database which satisfies reporting and analysis needs. Advise the trading and funding desks in real-time, at both the portfolio and security level, to develop specific hedge recommendations for portfolio management to improve return/risk profile Make portfolio management recommendations. Perform structured finance credit risk analysis to include assessment of underlying loans and deal structure. EDUCATION Bachelor's Degree or equivalent required MINIMUM EXPERIENCE 8 years of related experience SPECIALIZED KNOWLEDGE and SKILLS Advanced degree in
computer
science, math, or other relevant analytical disciplines 5 years of related experience Deep understanding of mortgage industry business processes Excellent knowledge in fixed-income mathematics Extensive experience with C# .NET, Excel VBA, XML and related technologies, SQL, Perl. Solid experience with SAS, C or JAVA, Flash or Sliverlight. Solid experiences with at least one flavor of UNIX environment Familiarity with mortgage prepayment data and experience with analytical tools such as Anser, Locus, YieldBook, Bloomberg to analyze MBS. Aptitude and interest in quickly gaining a state-of-the-art modeling techniques required to support them EMPLOYMENT 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. in and Assist BETS_ARC_Setter BACH_a33d1a the about to model MYK62683JREstimated Salary: $20 to $28 per hour based on qualifications.
Fannie Mae Corp
Portfolio Risk Mgr II -CapMkts THE COMPANY 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 . JOB INFORMATION Capital Markets Risk
management
is responsible for measuring and monitoring the risk in the Capital Markets balance sheet which includes over $700 billion of mortgage securities and loans. KEY JOB FUNCTIONS Measure and monitor the market, liquidity and credit risk in the $700 billion balance sheet of mortgage securities and loans. Support portfolio's risk position with attribution to provide feedback to senior management on business strategies. Manage the production of risk management reports and monitor the relevant markets and portfolio activity. Advise and influence Analytics team and traders to develop tactical and strategic guidance on portfolio's risk position that are consistent with limits and capital constraints. Provide recommendations to senior management. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset
classes
and products. Assist in developing debt funding strategy. Support Capital Markets team with guidance on portfolio composition with specific allocation recommendations across asset classes and products. Assist in developing debt funding strategy. Identify assets that are rich or cheap by assessing model results against recent or expected market developments. Review risk reports and capital adequacy reports to maintain a comprehensive understanding of risk positions, market conditions and business strategies. Maintain an understanding of investment and funding guidelines, market risk policies, liquidity risk policies, credit risk policies, and capital policies. Provide direction to technology support teams to continually develop the infrastructure to support business and modeling needs. This includes the portfolio collection and aggregation process, access to appropriate market information and utilization of different pricing methodologies to estimate fair value, and database which satisfies reporting and analysis needs. Advise the trading and funding desks in real-time, at both the portfolio and security level, to develop specific hedge recommendations for portfolio management to improve return/risk profile Make portfolio management recommendations. Perform structured finance credit risk analysis to include assessment of underlying loans and deal structure. EDUCATION Bachelor's Degree or equivalent required MINIMUM EXPERIENCE 8 years of related experience SPECIALIZED KNOWLEDGE and SKILLS Advanced degree in
computer
science, math, or other relevant analytical disciplines 5 years of related experience Deep understanding of mortgage industry business processes Excellent knowledge in fixed-income mathematics Extensive experience with C# .NET, Excel VBA, XML and related technologies, SQL, Perl. Solid experience with SAS, C or JAVA, Flash or Sliverlight. Solid experiences with at least one flavor of UNIX environment Familiarity with mortgage prepayment data and experience with analytical tools such as Anser, Locus, YieldBook, Bloomberg to analyze MBS. Aptitude and interest in quickly gaining a state-of-the-art modeling techniques required to support them EMPLOYMENT 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. in and Assist BETS_ARC_Setter BACH_a33d1a the about to model MYK62683JREstimated Salary: $20 to $28 per hour based on qualifications.
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