Market Risk Manager
AmeriHome Mortgage Company, LLC•Westlake Village, CA
•Onsite
About The Position
As a Market Risk Manager, you'll play a critical role in the valuation, risk management, and reporting on Amerihome’s Mortgage Servicing Rights (MSR) and GNMA Early Buyout (EBO) portfolios. This role sits within Capital Markets and partners business lines across the company to enhance risk analytics, optimize hedging strategies, and provide transparent reporting on portfolio performance and risk exposures.
Requirements
- 5+ years of related experience in Market Risk Management or Capital Markets or similar field.
- Bachelor's degree or equivalent experience required; Masters or MBA in related field preferred.
- Intermediate to advanced knowledge of residential mortgage industry in Correspondent or Retail Lending; including sales, operations, capital markets and/or other residential mortgage products and services.
- Intermediate to advanced knowledge of applicable regulatory and legal compliance obligations, rules and regulations, industry standards and practices.
- Intermediate to advanced knowledge of fixed income markets, including mortgage cash flows, interest rate risk, prepayment and delinquency modeling.
- Intermediate to advanced proficiency with Polypaths or comparable risk management platforms, as well as Bloomberg, SQL, VBA, and Python.
- Hands-on experience trading TBAs, interest rate swaps, and futures.
- Advanced speaking and writing communication skills.
Nice To Haves
- CFA designation a plus but not required.
Responsibilities
- Help lead the ongoing valuation, risk management and reporting on Amerihome’s MSR and EBO portfolios.
- Develop and implement innovative strategies to improve valuation accuracy, hedging effectiveness, and overall portfolio management.
- Build statistical and quantitative models to measure and manage interest rate risk.
- Produce high quality risk and performance reporting for senior management, clearly communicating portfolio dynamics, hedging effectiveness, and emerging risks.
- Contribute to the continuous improvement of risk infrastructure, analytics, and reporting processes.
Benefits
- 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
- a wellness program
- opportunity to bolster business knowledge
- learning the ins and outs of how successful companies operate and manage their finances
- invaluable hands-on experience to help grow your career
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
Upload and Match Resume
What This Job Offers
Job Type
Full-time
Career Level
Senior
Education Level
Associate degree
