Market Risk Manager
Western Alliance Bank · Westlake Village, California, US
Job Title: Market Risk Manager Location: CA - Westlake Village What you'll do: As a Market Risk Manager, you'll play a critical role in the valuation, risk m...
Job description
Job Title: Market Risk Manager Location: CA - Westlake Village What you'll do: As a Market Risk Manager, you'll play a critical role in the valuation, risk management, and reporting on Amerihome’s Mortgage Servicing Rights (MSR) 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. - Build statistical and quantitative models to measure and manage interest rate risk. 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. What you'll need: Compensation: Salary range for new hires is generally $130,400.00 - $161,000.00 for Westlake Village, CA....