Financial EngineerData Scientist

Job Title:

Financial Engineer/Data Scientist

Location:

CA - Westlake Village

What youll do:

As 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 pipeline position. 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.

• Create maintain and deliver quantitative processes including data mining predictive modeling and other complex data processing.
• Utilize complex quantitative software to manage the MSR/Early Buyout (EBO) portfolio and servicing positions risk analysis hedge strategies and market data.
• Maintain enhance existing financial models including prepayment mortgage rate delinquency etc. and develop new models/algorithms when needed.
• Create maintain deliver monthly and quarterly analytical reports including valuation risk stress testing and model update.

What youll need:

• 1 years of related experience.
• Bachelors degree in related field required; Masters or MBA in related field preferred.
• Entry level knowledge of residential mortgage industry in Correspondent or Retail Lending including; sales operations capital markets and/or other residential mortgage products and services.
• Entry level knowledge of applicable regulatory and legal compliance obligations rules and regulations industry standards and practices.
• Intermediate to advanced experience with C# SQL Server Excel and Excel VBA PowerBI.
• Intermediate to advanced experience with statistical analysis including the use of tools like R or Python.
• Intermediate speaking and writing communication skills.

Compensation: Salary range for new hires is generally $107395.00 - $132661.00 for Westlake Village CA. Salary amount is determined by specific job addition the role may be eligible for annual bonus/incentives earned.

Benefits youll love:

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 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!

About the company:

AmeriHome Mortgage is a Western Alliance Bank company. Western Alliance Bank Member FDIC is a wholly owned subsidiary of Western Alliance Bancorporation. Serving clients nationwide Western Alliance Bank includes six legacy bank brands Alliance Association Bank Alliance Bank of Arizona Bank of Nevada Bridge Bank First Independent Bank and Torrey Pines Bank that remain part of the companys heritage.

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. Western Alliance Bancorporation is committed to working with and providing reasonable accommodations for individuals with disabilities. If you are an individual with a disability and require a reasonable accommodation to complete any part of the application process and/or need an alternative method of applying please email or call . When contacting us please provide your contact information and state the nature of your accessibility issue. We will only respond to inquiries concerning requests that involve a reasonable accommodation in the application process.

Western Alliance Bancorporation