Financial Engineer

AmeriHome Mortgage Company, LLC•Westlake Village, CA

12d•$107,395 - $132,661•Onsite

About The Position

As a Financial Engineer, you will be part of the Corporate Modeling Analytics team, focused on developing, maintaining, and enhancing advanced models and analytical tools that support the firm’s Secondary Marketing MSR and EBO positions. In this role, you will collaborate closely with Risk Management, FP&A, and Servicing teams, and take ownership of building and refining the firm’s core financial and optimization models. You will also provide critical analytical support to inform trading and hedging strategies. Design and implement quantitative frameworks spanning data mining, predictive modeling, and large-scale data processing. Leverage advanced analytics platforms to manage MSR/EBO portfolios, delivering insights on servicing performance, risk exposure, hedging strategies, and market dynamics. Lead the enhancement of core financial models (prepayment, mortgage rates, delinquency) and develop new modeling approaches to address evolving business needs. Deliver comprehensive monthly and quarterly analytics, including valuation, risk assessment, stress testing, and model performance insights to support strategic decision-making.

Requirements

1+ years of related experience.
Bachelor's degree in related field required
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.

Nice To Haves

Masters or MBA in related field preferred.

Responsibilities

Design and implement quantitative frameworks spanning data mining, predictive modeling, and large-scale data processing.
Leverage advanced analytics platforms to manage MSR/EBO portfolios, delivering insights on servicing performance, risk exposure, hedging strategies, and market dynamics.
Lead the enhancement of core financial models (prepayment, mortgage rates, delinquency) and develop new modeling approaches to address evolving business needs.
Deliver comprehensive monthly and quarterly analytics, including valuation, risk assessment, stress testing, and model performance insights to support strategic decision-making.