Financial Engineer for Model Validation at Fannie Mae

This is a consulting position working onsite Fannie Mae to assist validating the various financial models with an emphasize on model implementation.

Job Duty:

• Execute model application runs, process/validate model outputs, and produce/review quantitative reports for business use.
• Design and execute test cases for modeling and analytical software applications to ensure they meet business needs and model requirements.
• Assess model implementation quality and production control risk, with minimal supervision.
• Monitor emerging technologies and industry best practices of model and analytical system implementation.
• Communicate complex quantitative analysis in a clear, precise and actionable manner both verbally and in writing.
• Work and collaborate effectively, as part of a team and across organizational lines.

Qualifications:

Required:

• Bachelor degrees or higher in Computer Science, Finance, economics, statistics, math etc.
• 2+ years of work experience
• Experiences with software development processes, particularly through the implementation of sophisticated models (financial or scientific), using programming languages, of either object-oriented languages such as Java, C++, and/or Python, or statistical analysis tool such as SAS, R, and/or Matlab.
• Experience with UNIX, LINUX scripting, and relational databases and SQL queries.
• Familiarity with software development process, system testing and/or production controls.

Preferred:

• Demonstrated organizational skills to juggle multiple projects, ability to work across groups and communicate complex quantitative analysis in a clear and accurate manner (oral and written).
• Familiarity with AWS or other cloud computing platform.
• Familiarity with Salesforce platform.
• Obtained or pursuing CFA or FRM certification.