In this compelling leadership position, you will lead the team responsible for applying financial models, advanced tools or techniques and financial industry knowledge to support the single-family business in the structuring of Fannie Mae’s Credit Risk Transfer (CRT) deals to optimize capital efficiency. Your efforts will enable Fannie Mae to optimize its multi-billion-dollar CRT program, which covers both Capital Markets as well as reinsurance executions. Work will include leading a CRT analytics group and working with stakeholder to optimize deal issuance while providing thought leadership to senior management as they incorporate CRT into capital planning activities.
THE IMPACT YOU WILL MAKE
The Director - Financial Engineering role will offer you the flexibility to make each day your own, while working alongside people who care so that you can deliver on the following responsibilities:As the leader providing analytics for Credit Risk transfer issuance, leverage suite of analytics toolkit to optimize CRT structuresLead the development, testing, implementation and enhancement of models used for CRT structuring in alignment with model management governance standards, including potential changes needed to optimize the models and processes within the teamRepresent the financial implications of CRT to senior management as they strategize about capital optimizationManage relationships across finance, the SF business and the broader analytics user communityMonitor industry trends in structured products and regulatory risk transfers  to guide future structuring decisions.Develop and maintain a diverse team consisting of associates focused on modelling structured products, coding and financial analysis.