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Fannie Mae

Capital Markets Risk Analyst II

Fannie Mae - Washington, DC

THE COMPANYFannie 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.Join our diverse, high-performing team and make a difference as we work together to enable access to a good home.For more information about Fannie Mae, visit http://www.fanniemae.com/progressJOB INFORMATIONThis position reports directly to a Director in the Capital Markets Risk Management group. Capital Markets Risk Management is responsible for measuring and monitoring the risk in the Capital Markets balance sheet which includes over $700 billion of mortgage securities and loans.KEY JOB FUNCTIONSMeasure 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.Qualifications EDUCATION  Bachelor's Degree or equivalent required    MINIMUM EXPERIENCE  4   years of related experience SPECIALIZED KNOWLEDGE & SKILLS   Strong understanding of fixed income markets and productsAbility to work with large amounts of data and familiarity with database toolsProficiency with using and communicating basic statistical conceptsPreference for professional designation (CFA or similar) or demonstrated progress towards obtainingEMPLOYMENTAs 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.Fannie Mae is an Equal Opportunity Employer.

11 days 19 hours ago

Fannie Mae

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Capital Markets Risk Analyst II Fannie Mae - Washington, DC, United States

   

Location: Washington, DC

Company Profile:
We serve the people who house America. We are a leading source of financing for mortgage lenders, providing access to affordable mortgage financing in all markets at all times. Our financing makes sustainable homeownership and workforce rental housing a reality for millions of Americans. We listen to our customers and partners to understand their needs, putting them at the center of everything we do. We apply our experience and expertise to deliver innovative, smart solutions to help our customers succeed. We also help make possible the popular 30-year, fixed-rate mortgage, which provides homeowners with stable, predictable mortgage payments over the life of the loan. Our tools and resources help homebuyers, homeowners, and renters understand their housing options. - See more at: http://www.fanniemae.com/portal/about-fm/who-we-are.html#sthash.TXyFv9xs.dpuf