Senior Credit Risk Modeling Architect

Boeing Employees Credit Union; Georgia; On-site; USD 129,000 - 158,000; Full time

Benefits offered by this job

401(k) match

4% 401(k) contribution

Medical, Dental, Vision

PTO & Exchange Program

Tuition Reimbursement

Volunteer time off

Job summary

The Sr Statistical Modeling Analyst at Boeing Employees Credit Union (BECU) develops and manages statistically derived credit risk models used for loan originations, servicing, and capital planning. 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 of credit risk modeling experience, and proficiency in SAS, Python, SQL, or R.

Qualifications

• Master's degree or foreign equivalent in a quantitative discipline (statistics, math, finance, or economics) required.
• Minimum 3 years of functional experience in statistical modeling, including credit risk modeling in mortgage, auto, credit card, or commercial loans.
• Strong knowledge of PD, LGD, EAD modeling; ability to develop/validate models.
• Knowledge of AI and ML tools.
• Experience with SAS, Python, SQL, or R (three or more).
• Experience with capital planning and stress testing (CCAR, DFAST, Basel) preferred.
• Experience with logistic regression, multivariate analysis, Monte Carlo methods preferred.
• Excellent analytical and problem-solving skills.
• Ability to communicate complex statistical insights to leadership.
• Ability to interact with management and reconcile large data volumes.

Responsibilities

• Develop, re-develop, and calibrate statistical models (PD, LGD, EAD) for credit decisions and risk forecasting.
• Research enhancements to improve model accuracy and apply to PD, LGD, EAD, and loan loss forecast models.
• Collaborate with business partners to interpret model results and provide actionable insights.
• Participate in annual model reviews and performance testing.
• Manage data requests and testing; evaluate data reliability and apply data treatment methods.
• Work with senior team members on the full modeling lifecycle.
• Deliver regular reports on originations, servicing, collections, loss mitigation, and asset strategies.
• Maintain knowledge of loan portfolio trends and present model outputs.
• Use data warehouse information to assist in risk strategies.
• Identify opportunities for efficiency and reporting improvements.
• Develop and maintain modeling documentation and change controls.
• Perform other duties as assigned.

Skills

Statistical modeling

Logistic regression

Survival analysis

Time series

AI/ML tools

SAS

Python

SQL

R

Model validation

Education

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

Tools

SAS

Python

SQL

R

Job description

The Sr Statistical Modeling Analyst at Boeing Employees Credit Union (BECU) develops and manages statistically derived credit risk models used for loan originations, servicing, and capital planning. 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 of credit risk modeling experience, and proficiency in SAS, Python, SQL, or R.