Senior Credit Risk Modeler

BECU; California (MO); On-site; USD 129,000 - 186,000; Full time

Benefits offered by this job

401(k) Company Match (up to 3%)

4% annual 401(k) contribution

Medical, Dental and Vision

PTO & Exchange Program

Tuition Reimbursement

BECU Cares volunteer time off

Job summary

BECU is looking for a Sr Statistical Modeling Analyst to develop and manage statistically derived credit risk models used for loan origination, account management, and stress testing. You will lead model development independently and with stakeholders across the credit union.

The role requires a Master’s in a quantitative field and 3+ years in statistical modeling with PD/LGD/EAD experience, plus knowledge of AI/ML tools and SAS/Python/SQL/R proficiency.

Qualifications

• Master’s degree in a quantitative discipline required.
• Minimum 3 years of statistical modeling experience including credit risk.
• Knowledge of AI and ML tools required.
• Experience with PD, LGD, EAD modeling concepts preferred.
• Strong communication of complex insights to leadership.

Responsibilities

• Develop, calibrate, and validate credit risk models (PD, LGD, EAD).
• Collaborate with partners to interpret model results and business questions.
• Lead annual model reviews and performance testing.
• Manage data requests and data quality assessments.
• Deliver regular reports on origination, servicing, and loss mitigation.

Skills

Statistical modeling

Credit risk

Logistic regression

Machine learning

SQL

Python

R

Education

Master's degree in statistics, math, finance, or economics

Tools

SAS

Python

SQL

R

Job description

BECU is looking for a Sr Statistical Modeling Analyst to develop and manage statistically derived credit risk models used for loan origination, account management, and stress testing. You will lead model development independently and with stakeholders across the credit union.

The role requires a Master’s in a quantitative field and 3+ years in statistical modeling with PD/LGD/EAD experience, plus knowledge of AI/ML tools and SAS/Python/SQL/R proficiency.