Senior Quantitative Analyst - Banking Risk & ALM Modeling

Mountain America Credit Union; Sandy (UT); On-site; USD 120,000 - 180,000; Full time

Job summary

Mountain America Credit Union seeks a Senior Financial Quantitative Analyst to lead development of advanced models for capital planning, risk modeling, and regulatory forecasting across our banking operations.

You will extract and analyze large datasets using SQL and at least one analytical language (R or Python), collaborate with Treasury, Finance, FP&A, Credit Risk, and Accounting, and drive model governance and performance monitoring.

May mentor junior analysts as the team grows.

Qualifications

• Bachelor’s degree in Finance, Mathematics, Statistics, or related field. Master’s preferred.
• 6+ years of quantitative analysis experience in banking/financial services.
• Strong understanding of bank/credit union financials, Basel capital, liquidity frameworks.
• Strong SQL and at least one analytics language (R/Python).
• Proficiency in Excel, VBA, and financial modeling tools.
• Experience with ALM systems (BancWare, Empyrean, ZMFS).
• Experience with statistical modeling and scenario analysis.
• Familiarity with CECL modeling and stress testing.

Responsibilities

• Design, build, and maintain sophisticated quantitative models for credit risk, ALM, and capital planning.
• Support liability, liquidity, and balance sheet management through forecasting and scenario modeling.
• Develop model monitoring, back-testing, sensitivity testing, and performance measurement processes.
• Extract, validate, and analyze large datasets using SQL and R or Python to support modeling and insights.
• Collaborate with Treasury, Finance, FP&A, Credit Risk, and Accounting to align outputs with strategic decisions.
• Lead quantitative analysis for pricing strategies, portfolio optimization, and risk-adjusted return metrics.
• Ensure model governance, documentation, and regulatory compliance.

Skills

SQL

Python

R

Excel

VBA

ALM

CECL

PD/LGD/EAD

Forecasting

Stress testing

Data analysis

Model governance

Regulatory reporting

Education

Bachelor’s degree in Finance/Math/Statistics

Master’s degree preferred

Tools

BancWare

Empyrean

ZMFS

Job description

Mountain America Credit Union seeks a Senior Financial Quantitative Analyst to lead development of advanced models for capital planning, risk modeling, and regulatory forecasting across our banking operations.

You will extract and analyze large datasets using SQL and at least one analytical language (R or Python), collaborate with Treasury, Finance, FP&A, Credit Risk, and Accounting, and drive model governance and performance monitoring.

May mentor junior analysts as the team grows.