Senior Data Science Manager: NPV & CLTV Modeling

PenFed Credit Union; McLean (VA); Hybrid; USD 97,000 - 224,000; Full time

Benefits offered by this job

Health, dental, vision plans

Paid time off

Parental leave

401(k) match

Life and disability coverage

Education assistance

Job summary

PenFed Credit Union in Tysons, VA (Hybrid) seeks a Sr Data Science Manager, NPV Modeling to lead the NPV modeling function within the Decision Science department. You will manage a team of data scientists to build NPV models for auto, personal loans, credit cards, and deposits, and develop CLTV modeling to drive profitability.

The role partners with Finance, Product Strategy, Credit Risk, Pricing, and governance teams to ensure robust model performance and timely updates, with strong emphasis on

Qualifications

• Master's Degree in quantitative discipline required; PhD preferred.
• 10+ years of experience in statistical modeling and data analysis.
• 2+ years of direct management experience.
• Experience with NPV, Logistic Regression, Linear Regression, ML, and Survival Analysis.
• Proficient in SQL, Python, and R.
• Experience building risk, revenue and targeting models for consumer products.
• Ability to manage multiple projects and adapt quickly.
• Strong data analysis, loss/balance forecasting, and attention to detail.

Responsibilities

• Provide leadership in developing programs, policies, and procedures.
• Collaborate with stakeholders to align with strategic goals.
• Apply statistical methods to solve business challenges.
• Develop acquisition pricing and credit underwriting models for lending decisions.
• Create models and scorecards for underwriting, pricing, collection, and risk monitoring.
• Collaborate with product managers to optimize marketing campaigns.
• Develop price elasticity models and maintain model governance.
• Monitor model performance and support validation efforts.

Skills

NPV modeling

Logistic regression

Linear regression

Survival analysis

Machine learning

Model governance

Project management

Communication

Stakeholder collaboration

Leadership

Education

Master's degree in quantitative discipline

PhD preferred

Tools

SQL

Python

R

Job description

PenFed Credit Union in Tysons, VA (Hybrid) seeks a Sr Data Science Manager, NPV Modeling to lead the NPV modeling function within the Decision Science department. You will manage a team of data scientists to build NPV models for auto, personal loans, credit cards, and deposits, and develop CLTV modeling to drive profitability.

The role partners with Finance, Product Strategy, Credit Risk, Pricing, and governance teams to ensure robust model performance and timely updates, with strong emphasis on