Senior Quantitative Credit Risk Analyst – CECL (Hybrid)

First Tech Federal Credit Union; Hillsboro (OR); Hybrid; USD 117,000 - 140,000; Full time

Benefits offered by this job

Medical, dental, and vision coverage

Generous 401(k) match

Paid Time Off and holidays

Hybrid schedule with work-life balance

Employee pricing on lending products

Job summary

First Tech Federal Credit Union in Hillsboro, OR is seeking a seasoned quantitative risk professional to lead CECL model development, validation, and risk analytics across credit, operational, and enterprise domains.

You will design stress tests, backtesting, dashboards, and executive reports; partner with finance, compliance, and business units; mentor junior analysts; ensure governance and regulatory alignment.

Qualifications

• 6+ years of experience in quantitative risk management or credit risk analytics.
• Proven experience supporting CECL models and expected credit loss methodologies.
• Strong knowledge of statistical modeling, forecasting, and risk measurement methods.
• Proficiency in SQL and handling large datasets.
• Proficiency in Python, R, SAS, MATLAB, or similar analytics languages.
• Experience developing dashboards in Power BI or Tableau.
• Familiarity with model governance, validation, and regulatory expectations.
• Excellent written and verbal communication for executive-level presentations.

Responsibilities

• Support CECL model design, development, and enhancement across consumer, commercial, mortgage portfolios.
• Lead development and maintenance of quantitative credit risk models and analytic tools.
• Perform advanced statistical analyses to identify emerging risks and inform decisions.
• Design stress testing, scenario analysis, sensitivity analysis, and forecasting exercises.
• Analyze large datasets to identify risk drivers and present actionable insights.
• Evaluate model performance, perform backtesting, and suggest improvements.
• Collaborate with stakeholders across finance, compliance, and risk management.
• Prepare quantitative analyses and executive-ready risk reports for committees.
• Support regulatory examinations, governance reviews, and documentation.

Skills

6+ years of relevant experience

Quantitative risk management

CECL models experience

Advanced SQL

Python

R

SAS

MATLAB

Power BI

Tableau

Communication skills

Cross-functional collaboration

Education

Bachelor's degree in a relevant field

Tools

SQL

Python

R

SAS

MATLAB

Power BI

Tableau

Job description

First Tech Federal Credit Union in Hillsboro, OR is seeking a seasoned quantitative risk professional to lead CECL model development, validation, and risk analytics across credit, operational, and enterprise domains.

You will design stress tests, backtesting, dashboards, and executive reports; partner with finance, compliance, and business units; mentor junior analysts; ensure governance and regulatory alignment.