Director, Risk Analytics
Company Name:
Fannie Mae Corp
Director, Risk Analytics 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 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. KEY JOB FUNCTIONS 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. EDUCATION Bachelor's Degree or equivalent required MINIMUM EXPERIENCE 8 years of related experience SPECIALIZED KNOWLEDGE and SKILLS A minimum of 8 years of experience in related fields. Graduate degree in a related filed (e.g.
computer
Science, Computer Engineering, Financial Engineering, Mathematics, Physics, etc.) Direct experience in the design, development, implementation, and/or validation of quantitative models used to credit/market risk and/or manage fixed income securities, especially mortgage securities. Direct experience in system design, infrastructure, data warehouse and production process is required, knowledge on web based application is preferred Good object oriented (OO) programming skill is required, preferably in Java, C , C# or other OO languages. The successful candidate will have good communication skills (written and oral) Inter-personal skills conductive to teamwork is required Management experience is desired Direct relevant business experience such as trading, structuring, origination, underwriting, MSR, etc., is desired Direct credit and/or market risk management experience is desired Multi-tasking capacity is desired Fannie-specific knowledge in SF, MF, CM or CPM is desired Demonstrated ability to show innovation and creativity in solving problems of a complex nature A strong ability to plan, implement and complete individual and small team projects A strong sense of urgency about solving problems, meeting challenging deadlines and achieving goals with a high degree of accountability Ability to weigh the merits of complex information and research from various sources and draw conclusions around product performance 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. BACH_a33d1a BETS_ARC_Setter MYK62683JREstimated Salary: $20 to $28 per hour based on qualifications.
Fannie Mae Corp
Director, Risk Analytics 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 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. KEY JOB FUNCTIONS 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. EDUCATION Bachelor's Degree or equivalent required MINIMUM EXPERIENCE 8 years of related experience SPECIALIZED KNOWLEDGE and SKILLS A minimum of 8 years of experience in related fields. Graduate degree in a related filed (e.g.
computer
Science, Computer Engineering, Financial Engineering, Mathematics, Physics, etc.) Direct experience in the design, development, implementation, and/or validation of quantitative models used to credit/market risk and/or manage fixed income securities, especially mortgage securities. Direct experience in system design, infrastructure, data warehouse and production process is required, knowledge on web based application is preferred Good object oriented (OO) programming skill is required, preferably in Java, C , C# or other OO languages. The successful candidate will have good communication skills (written and oral) Inter-personal skills conductive to teamwork is required Management experience is desired Direct relevant business experience such as trading, structuring, origination, underwriting, MSR, etc., is desired Direct credit and/or market risk management experience is desired Multi-tasking capacity is desired Fannie-specific knowledge in SF, MF, CM or CPM is desired Demonstrated ability to show innovation and creativity in solving problems of a complex nature A strong ability to plan, implement and complete individual and small team projects A strong sense of urgency about solving problems, meeting challenging deadlines and achieving goals with a high degree of accountability Ability to weigh the merits of complex information and research from various sources and draw conclusions around product performance 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. BACH_a33d1a BETS_ARC_Setter MYK62683JREstimated Salary: $20 to $28 per hour based on qualifications.
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