Address: Thousand Oaks, CA 91319
Telephone: 901-207-8038
Email Address: smithassociates1725@gmail.com
Hours: Office Hours – 3:30 PM – 8:00 PM CST
Collaborate with the 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 the 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.
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Position Title : VP, Financial Engineer
ATTENTION: ” $TOP PAY “(Interviewing Now)
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Location : Thousand Oaks, CA
Salary : $107,395 – $145,295 per year
Job Type : This is a Full-Time Position
Description : VP, Financial Engineer for AmeriHome Mortgage Company LLC in
Thousand Oaks, CA
Job Description:
– Collaborate with the 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 the 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.
Experience Qualifications :
– Experience is required (1 year of experience with a Master’s, or 3 years of
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 of 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 problems.
– 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.
Educational Requirements :
– Requires a Master’s or Bachelor’s Degree in Financial Engineering, Mathematics,
Economics, or related field.
For consideration you must act now, send resume to
smithassociates1725@gmail.com. Sincerely,
Gerald Smith
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