Western Alliance Bancorp

3 weeks ago

AVP, Market Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 6 hours agoStatus: Live

Job Summary

Support valuation, risk management, and reporting for AmeriHome’s Mortgage Servicing Rights (MSR) and GNMA Early Buyout (EBO) portfolios. Assist with risk analytics and the optimization of hedging strategies, build statistical and quantitative models for interest rate risk, and help produce clear risk/performance reporting for senior management. Contribute to improving risk infrastructure, analytics, and reporting processes while collaborating across business lines.

Location: United States

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Mid level

Key Responsibilities

•Support ongoing valuation, risk management, and reporting for MSR and EBO portfolios under senior team guidance.
•Assist with strategies to improve valuation accuracy, hedging effectiveness, and portfolio management.
•Build statistical and quantitative models to measure and manage interest rate risk, participating in training and collaborative projects.
•Assist with risk and performance reporting for senior management, communicating portfolio dynamics and emerging risks clearly.
•Help improve risk infrastructure, analytics, and reporting processes using industry best practices.

Pay and Benefits

Salary: USD 100,370 - 123,983 annually

Perks:Health InsuranceDental401kTime OffTuition AssistanceVolunteer ProgramWellness Stipend

Key Requirements

•3+ years of related experience in market risk management, capital markets, or a similar field.
•Bachelor’s degree or equivalent experience; Masters or MBA preferred.
•Intermediate knowledge of the residential mortgage industry (Correspondent or Retail Lending) and related products/services.
•Intermediate knowledge of regulatory and legal compliance obligations, rules, and industry practices.
•Intermediate knowledge of fixed income markets, including mortgage cash flows, interest rate risk, prepayment, and delinquency modeling.

Experience:3+ yearsCapital marketsResidential mortgageFixed income

Education:Bachelor's

Skills:CommunicationWritingSpeaking

Tech Stack:PolypathsBloombergSQLVBAPythonInterest rate swapsFutures

Company Brief

Western Alliance Bancorp

Industry: Banking

Website

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Western Alliance Bancorp

3 weeks ago

AVP, Market Risk

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 6 hours agoStatus: Live

Job Summary

Location: United States

Workplace: Onsite

Employment Type: Full time

Job Function: Legal, Risk & Compliance

Seniority: Mid level

Key Responsibilities

•Support ongoing valuation, risk management, and reporting for MSR and EBO portfolios under senior team guidance.
•Assist with strategies to improve valuation accuracy, hedging effectiveness, and portfolio management.
•Build statistical and quantitative models to measure and manage interest rate risk, participating in training and collaborative projects.
•Assist with risk and performance reporting for senior management, communicating portfolio dynamics and emerging risks clearly.
•Help improve risk infrastructure, analytics, and reporting processes using industry best practices.

Pay and Benefits

Salary: USD 100,370 - 123,983 annually

Perks:Health InsuranceDental401kTime OffTuition AssistanceVolunteer ProgramWellness Stipend

Key Requirements

•3+ years of related experience in market risk management, capital markets, or a similar field.
•Bachelor’s degree or equivalent experience; Masters or MBA preferred.
•Intermediate knowledge of the residential mortgage industry (Correspondent or Retail Lending) and related products/services.
•Intermediate knowledge of regulatory and legal compliance obligations, rules, and industry practices.
•Intermediate knowledge of fixed income markets, including mortgage cash flows, interest rate risk, prepayment, and delinquency modeling.

Experience:3+ yearsCapital marketsResidential mortgageFixed income

Education:Bachelor's

Skills:CommunicationWritingSpeaking

Tech Stack:PolypathsBloombergSQLVBAPythonInterest rate swapsFutures

Company Brief

Western Alliance Bancorp

Industry: Banking

Website