Senior Manager – Enterprise Analytics, Quantitative Modeling

Fannie Mae

Senior Manager leading mortgage prepayment, valuation, and market-risk modeling at Fannie Mae, expanding access to housing through mortgage finance. Guiding teams, model governance, and AI-enabled modernization.

Posted 8/17/2026full-timeWashington, DC • District of Columbia, Virginia, Washington • 🇺🇸 United StatesSenior💰 $175,000 - $239,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates expertise in quantitative modeling, model development, and mortgage analytics, with a strong focus on agency MBS and fixed-income valuation. Capable of leading complex projects, translating quantitative findings into actionable insights, and driving model modernization through advanced analytical frameworks.

Highest-signal resume keywords

Quantitative ModelingModel DevelopmentMortgage AnalyticsStatistical ModelingPython Programming

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Model CalibrationBacktestingBenchmarkingSensitivity AnalysisScenario AnalysisStress TestingModel ValidationPerformance MonitoringMortgage Prepayment ModelingFixed-Income Valuation

Soft Skills

Strong Communication SkillsTeam LeadershipCoaching

Tools & Technologies

AI-Enabled AutomationAnalytical Frameworks

Industry Keywords

Agency MBSMortgage ProductsSecondary Mortgage MarketCapital Market TradingInterest-Rate Risk

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Lead quantitative research, model development, and analytical support for models used in agency mortgage-backed securities valuation, risk management, and capital markets decision-making
Manage complex modeling initiatives across research, model design, implementation, performance monitoring, validation, and production support
Lead a team responsible for mortgage prepayment, valuation, and market-risk model research, development, calibration, implementation, and monitoring
Direct Agency MBS prepayment-model research across mortgage products and borrower segments
Translate model outputs and complex quantitative findings into actionable insights for Capital Markets, Market Risk, trading, portfolio management, and senior leadership
Manage the model lifecycle with Model Risk Management and Validation, including documentation, monitoring, effective challenge, remediation, and resolution of validation or audit findings
Interpret model results, monitor performance, and assess risks using relevant business context
Drive model modernization through advanced analytical frameworks, AI-enabled automation and workflows, and on-demand analytical capabilities
Collaborate with department leadership to develop the strategic plan for the function or related business process
Coach team members to communicate technical subject matter clearly and concisely

Requirements

What you’ll need

Minimum 6 years of experience in quantitative modeling, model development, mortgage analytics, or fixed-income analytics
Strong understanding of statistical modeling, model calibration, backtesting, benchmarking, sensitivity analysis, scenario analysis, and stress testing
Experience supporting models throughout development, implementation, validation, production, and performance-monitoring lifecycles
Demonstrated experience leading complex quantitative projects and coordinating work across business, risk, validation, and technology stakeholders
Strong written and verbal communication skills, including explaining technical concepts to quantitative and nontechnical audiences
Advanced programming skills, particularly in Python, with ability to develop scalable analytical solutions
Curiosity and adaptability in learning and responsibly applying new technologies, including artificial intelligence
Bachelor's degree or equivalent
Expertise in agency MBS, mortgage prepayment modeling, fixed-income valuation, interest-rate risk, or mortgage cash-flow analytics
Knowledge of fixed-rate, adjustable-rate, FHA/VA, reperforming, or nonperforming mortgage products
Prior experience in the secondary mortgage market and/or capital market trading
Master's degree in mathematics, statistics, financial engineering, economics, quantitative finance, or related quantitative discipline preferred

Benefits

Comp & perks

Participation in a Fannie Mae incentive program
Comprehensive benefits package
Health benefits
Life benefits
Voluntary Lifestyle benefits
Other benefits and perks supporting physical, mental, emotional, and financial well-being
Flexible work arrangement / Flex work model