Financial Engineer

Financial Engineer

AmeriHome Mortgage is looking for a Financial Engineer to join our Capital Market's Analytics Team. The Analytics team works closely with the firm's trading desk and is responsible for building and maintaining the firm's core financial and optimization models and providing analytical support for trading and hedging. In this role, a successful candidate can look forward to a progressive career path and continued professional growth.

Model Development & Forecasting: Design, develop, and maintain advanced models to support Secondary Marketing pipeline management, including interest rate risk, mortgage pooling optimization (Conventional and Government), and margin enhancement strategies.

Advanced Analytics & Optimization: Leverage deep learning, machine learning, and optimization tools (e.g., Gurobi) to deliver predictive insights, optimize pricing, and improve operational efficiency across capital markets operations.

Quantitative Processes & Data Engineering: Create and maintain quantitative processes including data mining, predictive modeling, and complex data processing to support strategic decision-making.

Analytics Tools & Systems Development: Develop and oversee analytics tools and systems that enable data-driven decisions, aligning capital markets operations with broader business strategies to drive profitability and effectiveness.

Stakeholder Collaboration & Communication: Partner with key stakeholders, including Back Office, Lock Desk, Bulk Trading Desk, Pipeline Hedging, and FP&A to ensure analytics solutions meet diverse operational needs. Communicate effectively using data and metrics to support time-sensitive decisions with clarity and precision.

Automation & Scalability: Identify and implement automation opportunities to enhance scalability, accuracy, and efficiency across Secondary Marketing workflows.

What you'll need:

• Requires either (i) an advanced degree in Quantitative Finance, Computer Science, Engineering, or some other technically rigorous curriculum or (ii) 2+ years of work experience in quantitative finance.
• Previous support of trading desks or knowledge of fixed income trading, mortgage banking or correspondent lending, a plus
• A strong background in SQL Server, Excel and Excel VBA, a plus
• Experience with statistical analysis, including the use of tools like R or Python required
• Experience manipulating and analyzing complex, high-volume, high-dimensionality data from varying sources

Compensation: Salary range for new hires is generally $107,395.00 - $132,661.00 for Irvine, CA. Salary amount is determined by specific job location. In addition, the role may be eligible for annual bonus/incentives earned.

Benefits you'll love: We offer all the important things you'd want — like 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, and a wellness program. In addition, you'll have the opportunity to bolster your business knowledge, learning the ins and outs of how successful companies operate and manage their finances, giving you invaluable hands-on experience to help grow your career!

About the company: AmeriHome Mortgage is a Western Alliance Bank company. Western Alliance Bank is a wholly owned subsidiary of Western Alliance Bancorporation. Alliance Bank of Arizona, Alliance Association Bank, Bank of Nevada, Bridge Bank, First Independent Bank, and Torrey Pines Bank are divisions of Western Alliance Bank; Member FDIC.

Western Alliance Bancorporation is committed to equal employment and will consider all qualified applicants without regard to race, sex, color, religion, age, nation origin, marital status, disability, protected veteran status, sexual orientation, gender identity or genetic information. Western Alliance Bancorporation is committed to working with and providing reasonable accommodations for individuals with disabilities. If you are an individual with a disability and require a reasonable accommodation to complete any part of the application process and/or need an alternative method of applying, please email HR@westernalliancebank.com or call 602-386-2488. When contacting us, please provide your contact information and state the nature of your accessibility issue. We will only respond to inquiries concerning requests that involve a reasonable accommodation in the application process.