Sean Brown
About Sean Brown
Sean Brown is the Lead Associate in Financial Engineering at Fannie Mae, with a background in financial modeling, software engineering, and statistical analysis.
Title
Sean Brown holds the position of Lead Associate in Financial Engineering at Fannie Mae, where he works remotely. His role involves the development and support of internal capital forecast models and software, primarily using Python and R on AWS.
Previous Experience at Wells Fargo
From 2016 to 2019, Sean Brown worked at Wells Fargo as a Reverse Engineering Consultant II in Analytics, located in Columbia, MD. During his three-year tenure, he focused on reverse engineering projects that utilized analytics to provide business solutions.
Previous Experience at Core2 Group, Inc.
In 2015, Sean Brown served as a Product Specialist in Private Equity & Venture Capital at Core2 Group, Inc. in McLean, VA for a period of four months. His role involved working with private equity and venture capital products, leveraging his expertise in these financial sectors.
Research Work at West Virginia University
Sean Brown worked as a Research Assistant in Behavior Analysis at West Virginia University from 2014 to 2015. This one-year role in Morgantown, WV allowed him to apply his knowledge in behavioral analysis to academic research projects.
Educational Background
Sean Brown obtained his Bachelor of Arts (BA) in Economics and Psychology from West Virginia University, where he studied from 2010 to 2015. Additionally, he participated in a Study Abroad Semester at Boğaziçi University in 2012, expanding his academic and cultural horizons.
Financial Engineering at Fannie Mae
In his current role at Fannie Mae, Sean Brown develops models to assess the economic value of Credit Risk Transfer (CRT) products. He uses simulation data to forecast mortgage losses transferred to investors, and employs AWS services like SageMaker, S3, and Redshift for these projects.
Technical Expertise
Sean Brown is skilled in multiple programming languages including Python, R, SQL, VBA, Matlab, and Bash. He is proficient in using data visualization tools like Tableau and frameworks such as R Shiny and Python Dash. His expertise also encompasses machine learning techniques like Decision Trees, Random Forests, and Boosted Trees, as well as Monte Carlo Simulations for risk assessment and forecasting.
Project Management Skills
Combining his strong background in software engineering and statistical modeling with project management skills, Sean Brown leads financial engineering projects. His ability to integrate technical expertise with strategic decision-making contributes significantly to the success of his initiatives.