Senior Quantitative Risk Architect (Hybrid)

First Tech Federal Credit Union; Chelmsford (MA); Hybrid; USD 147,000 - 176,000; Full time

Benefits offered by this job

Medical Insurance

401(k) Match

Paid Time Off

Paid Holidays

Employee pricing on loans

Job summary

First Tech Federal Credit Union is seeking an experienced quantitative risk leader to own the design, validation, and deployment of sophisticated models that assess market, credit, and portfolio risks. You will drive forecasting, stress testing, and scenario analysis while collaborating with finance, data, and technology teams.

This hybrid role requires 8–12 years of experience in quantitative finance, strong modeling skills (Python/R/SQL), and a track record of translating complex analyses into

Qualifications

• Bachelor's degree in a field relevant to the role or 4+ years of relevant experience.
• 8–12 years of relevant experience.
• Strong expertise in quantitative finance, statistics, econometrics, mathematics, or related discipline.

Responsibilities

• Develop, refine, and maintain quantitative models for market, credit, operational, and portfolio risks.
• Lead implementation and improvement of tools for risk measurement, forecasting, stress testing, and scenario analysis.
• Establish risk metrics, thresholds, and guidelines to keep exposure within limits.
• Evaluate risk implications of new financial products, strategies, and initiatives, providing actionable insights to stakeholders.
• Monitor macroeconomic trends and emerging risk signals to identify vulnerabilities and mitigation strategies.
• Create reporting frameworks to enhance transparency, data quality, and reporting efficiency.
• Collaborate cross‑functionally with business, finance, data, and technology partners to embed quantitative risk practices.
• Provide technical guidance to strengthen analytical capabilities.
• Ensure adherence to internal policies, governance, and regulatory requirements.

Skills

Quantitative finance

Risk modeling

Risk concepts

Communication

Independent work

Data governance

Education

Bachelor's degree or 4 years experience

Tools

Python

R

SQL

Job description

First Tech Federal Credit Union is seeking an experienced quantitative risk leader to own the design, validation, and deployment of sophisticated models that assess market, credit, and portfolio risks. You will drive forecasting, stress testing, and scenario analysis while collaborating with finance, data, and technology teams.

This hybrid role requires 8–12 years of experience in quantitative finance, strong modeling skills (Python/R/SQL), and a track record of translating complex analyses into