$99,999 daily
ESR Healthcare
Thousand Oaks, CA, USA
Engineering
Location
Thousand Oaks, CA
Employer
Job Number
Salary
$107,395 - $145,295 per year
Description
VP, Financial Engineer for AmeriHome Mortgage Company LLC in Thousand Oaks, CA Job Description: Collaborate with SVP of MSR portfolio management team on modeling maintenance, new model/algorithm development and automation. Create and maintain dashboards in PowerBi and SQL to monitor financial market environments. Provide MSR (mortgage servicing rights) valuation and pricing through SQL and PolyPaths in conjunction with AFT model. Tune calculation assumption 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...
