Mortgage Analytics Quant Engineer

AmeriHome Mortgage Company, LLC; Westlake Village (CA); On-site; USD 107,000 - 133,000; Full time

Benefits offered by this job

Competitive salaries

Medical and dental insurance

401k matching program

Tuition assistance program

Employee volunteer program

Job summary

AmeriHome Mortgage Corporation in Westlake Village, CA, is seeking a Financial Engineer to join the Capital Markets Analytics team. You will build and maintain advanced financial models and analytics to support MSR and hedging activities, collaborating with the trading desk and hedging team.

The role requires 1+ years of experience, a related bachelor's degree (masters/MBA preferred), and strong skills in C#, SQL Server, Excel, VBA, Power BI, and Python/R for statistical analysis.

Qualifications

• 1+ years of related experience in financial analytics.
• Bachelor's degree in related field; Masters or MBA preferred.
• Familiarity with residential mortgage industry in Correspondent or Retail Lending.
• Proficient with C#, SQL Server, Excel, Excel VBA, PowerBI.
• Experience with R or Python for statistical analysis.
• Strong communication skills (spoken and written).

Responsibilities

• Create, maintain and deliver quantitative processes including data mining and predictive modeling.
• Design, develop, and maintain scalable data platforms, ETL/ELT pipelines and data integration for Capital Markets Analytics, MSR, EBO, Servicing.
• Maintain and enhance financial models including prepayment, mortgage rate, delinquency and other models.
• Create and deliver monthly and quarterly analytical reports including valuation, risk, stress testing and model updates.
• Identify and implement automation opportunities to improve scalability, accuracy and efficiency.

Skills

C#

SQL Server

Excel

Excel VBA

Power BI

R

Python

Communication skills

Education

Bachelor's degree

Master's degree

MBA

Tools

ETL/ELT pipelines

Data platforms

Job description

AmeriHome Mortgage Corporation in Westlake Village, CA, is seeking a Financial Engineer to join the Capital Markets Analytics team. You will build and maintain advanced financial models and analytics to support MSR and hedging activities, collaborating with the trading desk and hedging team.

The role requires 1+ years of experience, a related bachelor's degree (masters/MBA preferred), and strong skills in C#, SQL Server, Excel, VBA, Power BI, and Python/R for statistical analysis.