SVP, Market Risk Manager
About The Position
As a Senior Market Risk Trader, you'll play a crucial role in the management of AmeriHome's Mortgage Servicing Rights (MSR) asset 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. 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. 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.
Requirements
- 10+ years of experience in fixed income or 5+ years of direct experience or similar field
- Bachelor's degree in related field required; Masters or MBA in related field preferred
- Advanced knowledge of residential mortgage industry in Correspondent or Retail Lending; including sales, operations, capital markets and/or other residential mortgage products and services
- Advanced knowledge of applicable regulatory and legal compliance obligations, rules and regulations, industry standards and practices
- Advanced to expert proficiency in Polypaths (or other risk management software), SQL, Bloomberg, VBA, and Python
- Advanced to expert knowledge of fixed income markets, including mortgage cash flows, interest rate risk, prepayment and delinquency modeling
- Hands-on experience trading TBAs, interest rate swaps, and futures
- Advanced speaking and writing communication skills
Nice To Haves
- Chartered Financial Analysts preferred
Responsibilities
- 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
- 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
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What This Job Offers
Job Type
Full-time
Career Level
Executive
