Senior Credit Risk Modeling Specialist

BECU; Texas; On-site; USD 129,000 - 158,000; Full time

Benefits offered by this job

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

4% annual 401(k) contribution

Medical, Dental and Vision

PTO Program + Exchange Program

Tuition Reimbursement

BECU Cares volunteer time off + match

Job summary

BECU seeks a Sr Statistical Modeling Analyst to develop and manage credit risk models used in loan originations, servicing, collections, and capital planning. You will lead model development, validation, and documentation while collaborating with stakeholders to turn analytics into actionable insights.

Applicants should hold a Master’s in a quantitative field and 3+ years in statistical modeling, with PD/LGD/EAD experience and familiarity with SAS, Python, SQL, and R.

Qualifications

• Master’s degree in a quantitative discipline required.
• Minimum 3 years of statistical modeling experience including credit risk modeling.
• Knowledge of statistical modeling concepts (PD, LGD, EAD) and time series methods.
• Experience with AI/ML tools and multiple statistical packages (SAS, Python, SQL, R).
• Familiarity with CCAR, DFAST and Basel capital frameworks preferred.

Responsibilities

• Develop, calibrate, and validate statistical models for credit risk (PD, LGD, EAD).
• Collaborate with partners to interpret model results and support business decisions.
• Lead model reviews and performance testing.
• Manage data requests and ensure data reliability for modeling work.
• Document modeling processes and maintain change control.

Skills

Statistical modeling

Analytical skills

Communication

Model validation

Data analysis

Problem-solving

Education

Master's degree in statistics/quantitative field

Tools

SAS

Python

SQL

R

Job description

BECU seeks a Sr Statistical Modeling Analyst to develop and manage credit risk models used in loan originations, servicing, collections, and capital planning. You will lead model development, validation, and documentation while collaborating with stakeholders to turn analytics into actionable insights.

Applicants should hold a Master’s in a quantitative field and 3+ years in statistical modeling, with PD/LGD/EAD experience and familiarity with SAS, Python, SQL, and R.