3 часа назад
AVP, Market Risk (Capital Markets)
100 370 - 123 983$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
AVP, Market Risk (Capital Markets): Supporting valuation, risk management, and reporting for AmeriHome’s Mortgage Servicing Rights and GNMA Early Buyout portfolios with an accent on interest rate risk, hedging effectiveness, and portfolio analytics. Focus on building quantitative models, analyzing mortgage cash flows and prepayment risk, improving risk infrastructure, and communicating portfolio performance to senior management.
Location: Westlake Village, California, United States
Salary: $100,370–$123,983 per year, with potential annual bonus or incentive compensation.
Company
is a nationwide banking organization that includes AmeriHome Mortgage and six legacy bank brands.
What you will do
- Support valuation, risk management, and reporting for Mortgage Servicing Rights and GNMA Early Buyout portfolios.
- Help develop strategies to improve valuation accuracy, hedging effectiveness, and portfolio management.
- Build statistical and quantitative models to measure and manage interest rate risk.
- Prepare risk and performance reports for senior management, explaining portfolio dynamics, hedging effectiveness, and emerging risks.
- Improve risk infrastructure, analytics, and reporting processes in collaboration with business lines and senior team members.
Requirements
- 3+ years of experience in Market Risk Management, Capital Markets, or a related field.
- Bachelor’s degree or equivalent experience; a related Master’s degree or MBA is preferred.
- Intermediate knowledge of the residential mortgage industry, including lending, operations, capital markets, and mortgage products.
- Knowledge of regulatory and legal compliance obligations, industry standards, fixed income markets, mortgage cash flows, interest rate risk, prepayment, and delinquency modeling.
- Intermediate to advanced proficiency with Polypaths or comparable risk management platforms, Bloomberg, SQL, VBA, and Python.
- Hands-on experience trading TBAs, interest rate swaps, and futures, with advanced written and verbal communication skills.
Nice to have
- CFA designation.
Culture & Benefits
- Medical and dental insurance.
- Paid time off and a 401(k) matching program.
- Tuition assistance and wellness programs.
- Employee volunteer program and an ownership stake in the company.
- Opportunities to develop business and financial management knowledge.
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