Capital Markets QRM Analyst

Guild Mortgage; San Diego (CA); On-site; USD 9,900 - 109,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

Life insurance

AD&D

401(k) with employer match

Job summary

Guild Mortgage Company seeks a Quantitative Risk Management Analyst to operate the QRM-MB system, ensuring data integrity across rate locks, loans, and hedges.

You will support the Capital Markets desk with timely risk reporting, hedge coverage, and daily P&L analyses, while enhancing daily processes through minor QRM configurations and ETL automation.

Qualifications

• Bachelor's Degree in Finance, Economics, IT, CS, Engineering, Mathematics or related field.
• Minimum three years experience in Secondary Marketing, Capital Markets, or QRM/ALM applications, with a technical or functional focus.
• Hands-on experience with QRM framework and QRM-MB; exposure to Microsoft HPC Clusters a plus.
• Strong problem-solving and analytical skills with high attention to detail.
• Proficiency with SQL Server; strong Excel skills and PowerBI experience.

Responsibilities

• Operate and support the QRM-MB system daily to back the trading desk and marketing.
• Import, validate, and reconcile pipeline data between LOS/pricing engine and QRM.
• Enter and reconcile trades and forward positions in QRM; ensure hedge alignment with pipeline.
• Run and distribute risk, position, coverage, and P&L reports for traders.
• Maintain and reconcile PowerBI dashboards with QRM data.
• Perform minor programming/configuration inside QRM (reports, rules, calculations).

Skills

Analytical skills

Problem solving

Attention to detail

Strong communication

Education

Bachelor's Degree in Finance, Economics, IT, CS, Engineering, Mathematics

Tools

QRM-MB

SQL Server

PowerBI

Excel (VBA)

PowerShell

Encompass/Optimal Blue (LOS data)

Job description

Guild Mortgage Company, closing loans and opening doors since 1960. As a mortgage banking firm we are dedicated to serving the home owner/buyer. Our goal is to provide affordable home financing for our customers, utilizing the best terms available while providing a level of professionalism and service unsurpassed in the lending industry.

Position Summary

The Quantitative Risk Management (QRM) Analyst is responsible for the daily operation and support of Guild's QRM Mortgage Banking (QRM-MB) risk management system, which models the daily risk position of rate locks, closed loans, and forward hedge positions. This role ensures the accuracy and integrity of pipeline and trade data, updates and reconciles trades, produces daily risk and best execution reporting, and keeps PowerBI dashboards aligned with underlying QRM data. The QRM Analyst works closely with the Capital Markets trading desk - providing timely, accurate position and coverage information to support hedging decisions and performs minor configuration and programming within the QRM framework to maintain and improve daily processes.

Compensation

This role is an exempt position with a targeted salary range of $72,988.00 to $109,497.00 annually.

Compensation at Guild is influenced by a wide array of factors including but not limited to local and federal minimum wage requirements, education, level of experience, and applicant’s geographical location.

Essential Functions

• Perform the daily operation and support of the QRM-MB system, ensuring the platform is running correctly and available to support Secondary Marketing and the trading desk.
• Import, validate, and reconcile daily pipeline data (rate locks, closed loans, and fallout) between the LOS/pricing engine and QRM, researching and resolving discrepancies to ensure data accuracy and integrity.
• Update, enter, and reconcile trades and forward positions (e.g., TBA and specified pools) in QRM, ensuring hedge positions align with the pipeline.
• Run and distribute daily risk, position, coverage, and profit-and-loss (P&L) reports; deliver timely coverage and exposure information to traders to support hedging and margin protection.
• Generate and validate daily best execution files and reporting to help identify the optimal delivery method and investor destination for closed loans.
• Maintain and reconcile PowerBI reports and dashboards, ensuring they remain aligned and consistent with the underlying QRM data and other source systems.
• Support the automation of Secondary Marketing processes using QRM-MB, including daily ETL/data-transfer routines to and from the data warehouse.
• Perform minor programming, configuration, and edits within the QRM framework - such as report modifications, rule/setup adjustments, and calculation logic to maintain and improve daily processes.
• Validate QRM model inputs and assumptions used in daily processing to ensure accuracy and reliability of the risk position.
• Provide day-to-day support to the Capital Markets trading desk and respond to ad hoc data, position, and reporting requests.
• Reconcile daily Secondary Marketing activity with internal records and support Finance reconciliation as needed.
• Follow and help maintain SOX controls, documentation, and disaster recovery procedures for daily QRM processes.
• Contribute to job aids and training materials that document daily QRM procedures.
• Partner with business segments across organization to ensure alignment on QRM outputs, data integrity, analytical concepts and methodologies, and control standards.
• Perform other duties as assigned.

Qualifications

• Bachelors Degree in Finance, Economics, Information Technology, Computer Science, Engineering, Mathematics, or a related field. preferred.
• Minimum three years experience in Secondary Marketing, Capital Markets, or Quantitative Risk Management (QRM) / Asset Liability Management (ALM) applications, with a technical or functional focus. Direct experience with QRM-MB preferred.
• Hands-on experience with the QRM Risk Framework, QRM Management Repository (QRM-MB), and QRM Central Administration preferred; exposure to Microsoft HPC Clusters a plus.
• Strong problem-solving and analytical skills with high attention to detail.
• Working knowledge of mortgage Secondary Marketing concepts: pipeline hedging, coverage, best execution, coupon slotting, pull-through/fallout, and loan delivery.
• Hands-on experience operating and supporting the QRM platform (data import, trade entry, reporting) preferred.
• Ability to perform minor programming and configuration within QRM, including report and rule/setup edits; scripting experience (e.g., VBA, PowerShell, SQL) a plus.
• Proficiency with Microsoft SQL Server and the ability to write and troubleshoot queries.
• Strong PowerBI skills, including building and maintaining reports and dashboards and reconciling them to source data.
• Advanced Microsoft Excel skills, including the development and maintenance of macros using VBA.
• Familiarity with LOS and pricing-engine data (e.g., Encompass, Optimal Blue) and how it flows into QRM a plus.
• Ability to manage multiple priorities in a fast-paced, deadline-driven, metrics-oriented environment.
• Proven ability to build strong working relationships with traders, internal teams, and external stakeholders.
• Self-motivated with accountability, initiative, and a team-oriented mindset.
• Excellent verbal and written communication skills required.
• Highly organized and detail-oriented; ability to work in a fast-paced, metrics-driven environment required.
• Proficiency in Microsoft Office Suite, Word, Excel, Wiki, collaborative cloud-based programs, and third-party software applications required.
• Commitment to company values.
  • Customer Service - Proactive attention to each person
  • Integrity - Do and say what's right
  • Respect - Treat others with dignity
  • Collaboration - Listen and work together
  • Learning - Seek knowledge and strive for improvement
  • Excellence - Deliver the unexpected

Requirements

• Work is primarily sedentary; mobility in an office setting.
• Ability to operate standard office equipment and keyboards.
• Ability to accurately interpret sounds and associated meanings at a volume consistent with interpersonal conversation.
• Office environment – moderate noise, no substantial exposure to adverse environmental conditions.
• Must be able to adhere to process protocol. Must be able to apply established protocols in a timely manner.
• Work is primarily performed during the business week, Monday - Friday.
• Travel: 5% or less.

Guild offers a pleasant work environment, competitive compensation and excellent benefits package; including medical, dental, vision, life insurance, AD&D, LTD and 401(k) with employer match.

Guild Mortgage Company is an Equal Opportunity Employer.