VP, Financial Engineer Thousand Oaks, CA

Job Description

VP, Financial Engineer for Ameri Home Mortgage Company LLC in Thousand Oaks, CA. Collaborate with SVP of MSR portfolio management team on modeling maintenance, new model/algorithm development and automation. Create and maintain dashboards in Power Bi and SQL to monitor financial market environments. Provide MSR (mortgage servicing rights) valuation and pricing through SQL and Poly Paths in conjunction with AFT model.

Tune calculation assumptions and parameters to improve model performance and validate model results and MSR valuation with actual data, third‑party results, and market participants. Support multiple external teams and provide the trading desk with pricing analysis and adjustments to increase profit, provide valuation analysis, and investigate risk impact to hedge risk. Perform stress testing to view portfolio performance in various economic settings for regulatory compliance.

Develop and maintain procedures in SQL and Python to automate routine jobs. Present valuation recommendations and model tuning proposals to senior management regularly.

Experience is required (1 year of experience with a Master’s, or 3 years of experience with a Bachelor’s).

• C#, SQL Server, and Excel VBA
• Statistical analysis skills
• Finance basics, including understanding of interest rate compounding
• Data mining: basic machine learning concepts and applying them to resolve real‑world problems
• Data visualization using Excel, Python, or PowerBI
• Advanced data analysis using Python with the ability to write code without a code‑generating tool
• Create analytical financial models including customer segmentation, impact analysis, test and control designs to evaluate business decisions and opportunities
• Collaborate with business partners, product owners, data engineers, developers, and user experience researchers to gather needs and translate those into business requirements for reporting

Requires a Master’s or Bachelor’s degree in Financial Engineering, Mathematics, Economics, or a related field.

Full‑Time Position

Location:

Thousand Oaks, CA
Salary: $107,395 - $145,295 per year