VP, Financial Engineer

VP, Financial Engineer for AmeriHome Mortgage Company LLC in Thousand Oaks, CA Job Description: Collaborate with SVP of MSR portfolio management team on modeling maintenance, new model/algorithm development and automation.

Create and maintain dashboards in PowerBi and SQL to monitor financial market environments.

Provide MSR (mortgage servicing rights) valuation and pricing through SQL and PolyPaths in conjunction with AFT model.

Tune calculation assumption and parameters to improve model performance and validate model results and MSR valuation with actual data, third party results, and market participants.

Support multiple external teams and provide the trading desk with pricing analysis and adjustments to increase profit, provide valuation analysis, and investigate risk impact to hedge risk.

Perform stress testing to view portfolio performance in various economic settings for regulation compliance.

Develop and maintain procedures in SQL and Python to automate routine jobs.

Present valuation recommendations and model tuning proposals to senior management regularly.

Job Requirements: Requires a Master’s or Bachelor’s degree in Financial Engineering, Mathematics, Economics, or related field.

Experience is required (1 year of experience with a Master’s, or 3 year’s experience with a Bachelor’s). Must have experience in each of the following skills: C#, SQL Server, and Excel VBA Experience with statistical analysis; Finance basics, including basic understanding on finance concepts such as interest rate compounding; Data mining: understand basic concepts of machine learning models and apply the machine learning model to resolve real work problem.

Perform data visualization using Excel, Python, or PowerBI.

Perform advanced data analysis using Python with the ability to write code without a code generating tool.

Create analytical financial models that include customer segmentation, impact analysis, and test and control designs to evaluate business decisions and opportunities.

Collaborate with business partners, product owners, data engineers, developers, and user experience researchers to gather needs and translate those into business requirements for reporting.

Salary $107,395 - $145,295 per YEAR To apply email resume to referencing ID #214.

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Full-Time