Hybrid Manager, Quantitative Modeling & Credit Risk

PenFed Credit Union; McLean (VA); Hybrid; USD 97.000 - 191.000; Vollzeit

Zusammenfassung

PenFed Credit Union in Tysons, VA, is seeking a Manager of Quantitative Modeling to oversee development of credit underwriting and account management behavior score models. You will lead a small data science team, ensure deliverable quality, and coordinate with business partners to align modeling with strategic goals.

The role requires a Master’s degree (PhD preferred), 8+ years in statistical modeling, and 3+ years in supervision.

Qualifikationen

• Master's degree in quantitative discipline is required; PhD is highly preferred.
• Minimum of eight (8) years of related work experience in building statistical models and advanced data analysis.
• Minimum of three (3) years of experience as a supervisor / assistant manager.
• Applied experience with Logistic Regression, Linear Regression, Machine Learning, and Survival Analysis required.
• Advanced programming skills to include knowledge of statistical programs (e.g. SQL, Python, and R).
• Experience in building risk, revenue and targeting models for consumer products is required.
• Ability to manage multiple projects simultaneously and implement rapid changes in project direction.
• Demonstrate strong data analysis skills and understanding of loss/balance forecasting models and product features.
• Detail oriented, results driven, and able to navigate in a fast-changing, high-demand environment.
• Excellent oral and written communication skills.

Aufgaben

• Independently develop statistical models and scorecards used in credit underwriting, loan pricing, collection, and portfolio risk monitoring.
• Lead a small team of data scientists and coordinate with business partners to align modeling solutions with objectives.
• Translate business problems into statistical problems and leverage machine learning to solve them.
• Lead ad hoc analyses and deep dives to understand drivers of creation trends.
• Monitor performance of quantitative models and support model governance and validation efforts.
• Identify, measure, and monitor credit risk related to M&A, loan purchases, and new business strategies.
• Improve risk identification and management with respect to credit risk modeling activities.
• Maintain infrastructure for model development, documentation, implementation, and validation.
• Promote innovative ways to visualize and digest complex data.
• Collaborate with teams to drive efficiency for the organization.

Kenntnisse

Statistical modeling

Logistic regression

Linear regression

Machine learning

Survival analysis

SQL

Python

R

Credit risk modeling

Ausbildung

Master's degree in quantitative discipline

PhD preferred

Tools

SQL

Python

R

Jobbeschreibung

PenFed Credit Union in Tysons, VA, is seeking a Manager of Quantitative Modeling to oversee development of credit underwriting and account management behavior score models. You will lead a small data science team, ensure deliverable quality, and coordinate with business partners to align modeling with strategic goals.

The role requires a Master’s degree (PhD preferred), 8+ years in statistical modeling, and 3+ years in supervision.