Senior Quantitative Risk Modeler — Treasury & ALM

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

Benefits offered by this job

Medical, dental, and vision coverage

401(k) match

Paid time off; sick leave; personal D

Job summary

First Tech Federal Credit Union is seeking a Principal Quantitative Modeler to lead quantitative methodologies for balance-sheet management, risk decisions, and forecasting. You will own models of deposit behavior, prepayments, liquidity, and pricing, and translate insights into actionable guidance for senior management.

The role requires 8–12 years in quantitative finance with ALM, strong Python/SQL skills, and deep knowledge of NII, EVE/NEV, and liquidity risk.

Qualifications

• Bachelor's degree in a field relevant to the role (or 4 extra years of related experience).
• 8–12 years of relevant experience in finance, risk, or ALM.
• Deep expertise in quantitative finance, statistics, econometrics, and math with ALM/IRR/LP exposure.
• Proven ability to build, calibrate, back test, monitor, document, and interpret complex models in Python/SQL.
• Strong knowledge of NII/earnings-at-risk, EVE/NEV, deposit behavior, prepayments, liquidity, and pricing.
• Ability to translate quantitative findings into clear recommendations for executives and regulators.
• Independent worker with technical direction and mentoring across cross-functional teams.
• Understanding of data structures, model governance, and first-line ownership; change control clarity.

Responsibilities

• Own, develop, refine, calibrate, and monitor quantitative models used by Treasury for ALM, IRR, NII, and EVE/NEV.
• Lead scenario design, sensitivity analysis, calibration, back testing, and documentation for key analytics.
• Establish Treasury standards and perform final technical review before governance approval.
• Interpret model results and translate balance-sheet risk into clear recommendations for senior management.
• Support ALM production environment with model inputs, controls, and change governance.
• Build reproducible analytics and decision-support tools using Python and SQL.
• Lead first-line model governance for Treasury-owned models.
• Coordinate responses to external validators, auditors, and regulators.
• Provide technical direction and mentoring across Treasury, Finance, Risk, Data, and Tech.

Skills

Quantitative finance

Statistics

Econometrics

Mathematics

ALM

Interest-rate risk

Liquidity analysis

Deposits

Prepayments

Hedging

Model governance

Python

SQL

Education

Bachelor's degree in field relevant to role

Tools

Python

SQL

Job description

First Tech Federal Credit Union is seeking a Principal Quantitative Modeler to lead quantitative methodologies for balance-sheet management, risk decisions, and forecasting. You will own models of deposit behavior, prepayments, liquidity, and pricing, and translate insights into actionable guidance for senior management.

The role requires 8–12 years in quantitative finance with ALM, strong Python/SQL skills, and deep knowledge of NII, EVE/NEV, and liquidity risk.