Fannie Mae

Quantitative Model Audit Lead

Fannie Mae(3 months ago)

HybridFull TimeSenior$138,000 - $180,000Internal Audit
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About this role

A Quantitative Model Audit Lead at Fannie Mae is a member of the Internal Audit team who leads and coordinates model risk-related audit work across the mortgage finance business. The role focuses on evaluating interest rate, market risk, funding and liquidity risk, and capital markets models while mentoring junior auditors and liaising with business partners.

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Required Skills

  • Model Audit
  • Model Validation
  • Market Risk
  • Interest Rate
  • Liquidity Risk
  • Capital Markets
  • Project Management
  • Coaching
  • Python
  • R

+2 more

Qualifications

  • Master's Degree in Quantitative Discipline
  • Bachelor's Degree
  • Ph.D. (Desired)
  • CPA
  • CFA
  • FRM
  • CIA

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