Senior Credit Risk Modeling Analyst

Boeing Employees Credit Union; South Carolina; On-site; USD 129,000 - 186,000; Full time

Benefits offered by this job

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

4% annual contribution to 401(k) by B^

Medical, Dental and Vision

PTO Program + Exchange Program

Tuition Reimbursement Program

BECU Cares volunteer time off + match

Job summary

BECU is seeking a Sr Statistical Modeling Analyst to develop and manage statistically derived credit risk models used for loan origination, deposit decisions, profiles, 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, 3+ years in statistical modeling, and proficiency in PD/LGD/EAD modeling, with knowledge of AI/ML tools and SAS/Python/SQL/R.

Qualifications

• Master's degree in a quantitative field such as statistics, math, finance, or economics.
• Minimum 3 years of functional experience in statistical modeling including credit risk.
• Knowledge of PD, LGD, EAD and related modeling concepts; regression and time series.
• Knowledge of AI and ML tools.
• Experience with SAS, Python, SQL and R.
• Experience with CCAR, DFAST and Basel frameworks preferred.
• Excellent analytical and communication skills; able to present insights to management.

Responsibilities

• Develop, re-develop, and calibrate statistical models for credit risk decisioning and forecasting.
• Research enhancements to improve model accuracy across PD, LGD, EAD and forecasting.
• Collaborate with partners to interpret results and provide actionable insights.
• Participate in annual model reviews and performance testing.
• Manage data requests, testing, and data reliability evaluations.
• Document modeling work and maintain change control records.

Skills

Statistical modeling

Credit risk modeling

Logistic regression

Survival analysis

Time series

AI/ML tools

SAS

Python

SQL

R

Education

Master's degree in statistics/math/finance/economics

Tools

SAS

Python

SQL

R

Job description

BECU is seeking a Sr Statistical Modeling Analyst to develop and manage statistically derived credit risk models used for loan origination, deposit decisions, profiles, 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, 3+ years in statistical modeling, and proficiency in PD/LGD/EAD modeling, with knowledge of AI/ML tools and SAS/Python/SQL/R.