Senior Quantitative Risk Manager

1 day ago


Dinan, Bretagne, United States PENFED Credit Union Full time
Job Title: Senior Quantitative Risk ManagerJob Summary:

We are seeking an experienced Senior Quantitative Risk Manager to lead the development of advanced analytics solutions and processes used to minimize risks in our organization. As a senior-level professional in our Credit Risk Modeling team, this role will design, develop, review, and validate quantitative risk models.

Responsibilities:
  • Design, develop, review, and validate quantitative risk models
  • Develop and implement advanced risk models using cutting-edge machine learning and statistical methods
  • Conduct end-to-end best-in-class statistical model development
  • Manage multiple projects simultaneously and drive rapid changes
Requirements

To be considered for this role, you should have:

  • A Ph.D. or master's degree in a quantitative discipline
  • Minimum of five to ten years of relevant work experience in building statistical models and conducting advanced data analysis
  • Extensive experience and expertise in CCAR and CECL modeling methodologies
  • Advanced programming skills in languages such as SQL, Python, R, and SAS
  • Proven ability to manage multiple projects simultaneously and drive rapid changes
Salary and Benefits:

We offer a competitive salary of $160,000 per year, plus benefits including robust medical, dental, and vision plan options, plenty of paid time off, 401(k) with employer match, on-site fitness facilities, and more.



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