Financial Engineer

divh2Financial Engineer / h2pLocation : CA - Westlake Village / ppAs a Financial Engineer youll be part of the Capital Markets Analytics team that focuses on building, maintaining, and enhancing advanced models and analytics tools to support Secondary Marketing (especially Non-Agency) pricing, hedging and other activities. You and your team will work closely with the firms trading desk and youll be responsible for building and maintaining the firms core financial and optimization models and providing analytical support for trading and hedging. / ppResponsibilities : / pulliKnowledge and practical experience with Non-Agency Pricing, Collateral and Bond Cashflow dynamics. / liliCreate, maintain and deliver quantitative processes including data mining, predictive modeling and other complex data processing. / liliUtilize complex quantitative software to manage the MSR / Early Buyout (EBO) portfolio and servicing positions, risk analysis, hedge strategies and market data. / liliMaintain, enhance existing financial models including prepayment, mortgage rate, delinquency etc. and develop new models / algorithms when needed. / liliCreate, maintain, deliver monthly and quarterly analytical reports including valuation, risk, stress testing and model update. / li / ulpRequirements : / pulli1+ years of related experience. / liliBachelors degree in related field required; Masters or MBA in related field preferred. / liliNon-Agency experience preferred. / liliIntermediate knowledge of residential mortgage industry in Correspondent or Retail Lending including; sales, operations, capital markets and / or other residential mortgage products and services. / liliEntry level knowledge of applicable regulatory and legal compliance obligations, rules and regulations, industry standards and practices. / liliIntermediate to advanced experience with C#, SQL Server, Excel and Excel VBA, PowerBI. / liliIntermediate to advanced experience with statistical analysis, including the use of tools like R or Python. / liliIntermediate speaking and writing communication skills. / li / ulpCompensation : Salary range for new hires is generally $107,395.00 - $125,000.00 for Westlake Village, CA. Salary amount is determined by specific job location. In addition, the role may be eligible for annual bonus / incentives earned. / ppBenefits : We offer all the important things youd want like competitive salaries, an ownership stake in the company, medical and dental insurance, time off, a great 401k matching program, tuition assistance program, an employee volunteer program, and a wellness program. In addition, youll have the opportunity to bolster your business knowledge, learning the ins and outs of how successful companies operate and manage their finances, giving you invaluable hands-on experience to help grow your career! / ppAbout the company : AmeriHome Mortgage is a Western Alliance Bank company. Western Alliance Bancorporation is committed to equal employment and will consider all qualified applicants without regard to race, sex, color, religion, age, nation origin, marital status, disability, protected veteran status, sexual orientation, gender identity or genetic information. If you are an individual with a disability and require a reasonable accommodation to complete any part of the application process, please email HR@westernalliancebank.com or call 602-386-2488. / p / div