Fannie Mae provides reliable, large-scale access to affordable mortgage credit in communities across our nation. We are the leading source of funding for housing in America, which means more people can buy or rent a home. We are focused on sustaining the housing recovery, improving our company, and leading change to make housing better. Would you like to learn more about FNMA? We are looking to build our network of potentially interested candidates with Capital Markets Analyst background and invite you to share your information with us.
Let us know if you would be interested in working on a high-performing team and making a difference in making homes more accessible. We would like to collect your information and learn more about your background. If there is a potential match, we may contact you and share further information about exploring upcoming opportunities at Fannie Mae.
For more information about Fannie Mae, visit http://www.fanniemae.com/progress **Please note that this invitation is NOT an active opening/posting. Submitting an application constitutes an expression of interest in future similar active openings at Fannie Mae. A recruiter will review your qualifications and, if an active opening becomes available in the future that meets your skill set, you may be contacted.** Qualifications: 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.
- Produce risk management reports and monitor the relevant markets and portfolio activity. Work with 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. 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.
- Coordinate with systems personnel 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.
- Work with 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 Support management through understanding P&L attribution and risk/return analysis and forecasting. Perform structured finance credit risk analysis to include assessment of underlying loans and deal structure.
- Bachelor's Degree or equivalent required
SPECIALIZED KNOWLEDGE & SKILLS
- 4 years of related experience
- Fixed income experience or interest in fixed income markets - ideally mortgage related fixed income
- Comfortable with mathematical, quantitative finance, market and liquidity risk measurement skills (i.e. Duration,
- Convexity, Value-at-Risk, Stress Testing, basic statistics)
- Can communicate complex quantitative concepts to a non-technical audience of peers and executives
- Demonstrates strong customer service, team player and cross collaborative soft skills
- Advanced MS Excel is required, VBA, SQL and SAS experience is a plus
- Being a CFA/FRM charter holder or a candidate is preferred but not required
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.