• Quantitative Model Risk Advisor, Internal…

    Fannie Mae (Washington, DC)
    …a wide range of financial risk models-Interest Rate, Market, Liquidity, and Counterparty Credit Risk . As a key individual contributor, you'll ... Market Risk , Liquidity Risk and Counterparty Credit Risk Management, in...Python , C/C++ or SQL * Knowledge of model risk controls Internal Audit - Quantitative Modeling - Advisor… more
    Fannie Mae (06/11/25)
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  • Quantitative Model Risk Advisor, Internal…

    Fannie Mae (Washington, DC)
    …on Interest Rate Risk , Market Risk , Liquidity Risk and Counterparty Credit Risk Management, in areas of Treasury, Corporate Finance and Capital ... valuation model for mortgage products (MBS; CMBS; whole loans), counterparty credit risk modeling, Current...Python , C/C++ or SQL * Knowledge of model risk controls * Knowledge of mortgage finance and the… more
    Fannie Mae (05/16/25)
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  • Quantitative Modeling Senior Associate, Internal…

    Fannie Mae (Washington, DC)
    …in any or more of the following areas related to mortgage finance activities: credit risk , counterparty credit risk , and interest rate risk . * ... industry practices in credit , interest rate or counterparty credit risk modeling. *...* Being proficient in one programming language (eg R, Python , SAS, etc.) * Self-motivated *Desired Experience* * Advanced… more
    Fannie Mae (05/09/25)
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  • Model Validation - Advisor

    Fannie Mae (Washington, DC)
    …analytics applied to one or more areas within credit , interest rate, counterparty credit risk , and/or fixed income valuation in the financial ... executive-level reports to provide a strategic view of model risk to key stakeholders; design, implement, and maintain an...modeling, or programming using Tableau, SAS, SQL, R, or Python . * Participate in fostering a culture of continuous… more
    Fannie Mae (07/18/25)
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