Senior Quantitative Risk Architect (Hybrid)

First Tech Federal Credit Union; Marlborough (MA); Hybrid; USD 147.000 - 176.000; Vollzeit

Benefits dieser Stelle

Traditional medical, dental, andvision

Generous 401(k) match

Paid Time Off: up to 15 days in first年

Sick time: 40 hours

Personal days: 3

Paid federal holidays

Employee pricing on lending products

Zusammenfassung

First Tech Federal Credit Union is seeking a senior quantitative risk expert to develop and oversee advanced models across market, credit, and operational risk. You will lead analytic tool implementation, set risk thresholds, and provide actionable insights to stakeholders across the organization.

The role requires 8–12 years of experience, strong Python/R/SQL skills, and the ability to communicate complex results to diverse audiences. Hybrid work options available in Marlborough, MA area.

Qualifikationen

• Bachelor's degree or equivalent experience in a relevant field.
• 8–12 years of relevant experience in risk or quantitative roles.
• Strong foundation in risk concepts and quantitative methods.

Aufgaben

• Develop, refine, and maintain sophisticated quantitative models for market, credit, operational, and portfolio risks.
• Lead implementation of tools for risk measurement, forecasting, stress testing, and scenario analysis.
• Establish risk metrics, thresholds, and governance guidelines.
• Evaluate risk implications of new products, strategies, and initiatives.
• Monitor macroeconomic trends and emerging risk signals; propose mitigations.
• Create reporting frameworks to improve transparency and data quality.
• Collaborate with business, finance, data, and technology teams to embed risk practices.
• Provide mentorship and subject-matter guidance across the organization.
• Ensure adherence to internal policies and regulatory requirements.

Kenntnisse

Quantitative finance

Statistics & econometrics

Model governance

Independent work

Ausbildung

Bachelor's degree or equivalent

Tools

Python

R

SQL

Jobbeschreibung

First Tech Federal Credit Union is seeking a senior quantitative risk expert to develop and oversee advanced models across market, credit, and operational risk. You will lead analytic tool implementation, set risk thresholds, and provide actionable insights to stakeholders across the organization.

The role requires 8–12 years of experience, strong Python/R/SQL skills, and the ability to communicate complex results to diverse audiences. Hybrid work options available in Marlborough, MA area.