Senior Data Science Manager: Credit Risk Modeling (Hybrid)

PenFed Credit Union; McLean (VA); Hybrid; USD 97,000 - 191,000; Full time

Job summary

PenFed Credit Union in Tysons, Virginia, is seeking a Manager of Data Science to oversee development and monitoring of credit risk models for loan originations, pricing, and portfolio risk. You will lead a small team of data scientists and coordinate with business partners to align modeling solutions with strategic objectives.

The role requires a Master’s degree in a quantitative field (PhD preferred), 8+ years in statistical modeling, and at least 3 years in a supervisory capacity.

Qualifications

• Master’s degree in quantitative discipline required; PhD preferred.
• 8+ years building statistical models and advanced data analysis.
• 3+ years as supervisor/assistant manager.
• Proficient in logistic regression, linear regression, ML, and survival analysis.
• Advanced programming: SQL, Python, R.
• Experience building risk, revenue, and targeting models for consumer products.
• Strong communication and project management skills.

Responsibilities

• Independently develop statistical models and scorecards used in credit underwriting, loan pricing, collection, and portfolio risk monitoring.
• Monitor performance of quantitative models and support independent model validation efforts.
• Work with business partners to translate problems into statistical solutions and apply ML techniques.
• Lead ad hoc analyses and deep-dives to understand business drivers of creation trends.
• Maintain infrastructure for model development, documentation, implementation, and validation.
• Promote innovative data visualization to aid decision making.
• Collaborate with teams to drive organizational efficiency.

Skills

Leadership

Data analysis

Project management

Communication

Multitasking

Critical thinking

Collaboration

Attention to detail

Education

Master’s degree in quantitative discipline

PhD preferred

Tools

SQL

Python

R

Job description

PenFed Credit Union in Tysons, Virginia, is seeking a Manager of Data Science to oversee development and monitoring of credit risk models for loan originations, pricing, and portfolio risk. You will lead a small team of data scientists and coordinate with business partners to align modeling solutions with strategic objectives.

The role requires a Master’s degree in a quantitative field (PhD preferred), 8+ years in statistical modeling, and at least 3 years in a supervisory capacity.