Staff Quantitative Risk Management Analyst - Credit Risk

What You'll Do

• Support the design, development, implementation, and ongoing enhancement of CECL models used to estimate expected credit losses across consumer, commercial, mortgage, and other lending portfolios.
• Lead the development, enhancement, and maintenance of quantitative credit risk models, methodologies, and analytical tools used to measure and monitor portfolio‑level and enterprise risks.
• Perform advanced statistical, econometric, and predictive analyses to identify emerging risks, evaluate portfolio performance, and inform strategic decision-making.
• Design and execute stress testing, scenario analysis, sensitivity analysis, and forecasting exercises to assess risk exposure under varying economic and business conditions.
• Analyze large and complex datasets to identify trends, anomalies, and key risk drivers, delivering actionable insights to business leaders and risk committees.
• Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance standards.
• Collaborate with business stakeholders, finance, compliance, audit, and risk management teams to support enterprise risk assessments and strategic initiatives.
• Prepare and present quantitative analyses, credit risk reports, and executive-level materials that clearly communicate complex technical findings to non-technical audiences.
• Support regulatory examinations, internal audits, model governance activities, and validation reviews by providing thorough documentation and analytical justification.
• Serve as a technical resource and subject matter expert for quantitative credit risk methodologies, mentoring junior analysts and providing guidance on analytical best practices.
• Identify opportunities to improve data quality, reporting automation, analytical efficiency, and risk measurement capabilities through process enhancements and innovative solutions.

Required Qualifications

• Bachelor's degree in field relevant to role (or 4 additional years of relevant experience in lieu of a degree)
• 6+ years of relevant experience

Essential Skills

• Strong knowledge of quantitative risk management principles, statistical modeling, forecasting techniques, and risk measurement methodologies.
• Experience supporting and administering CECL models and expected credit loss methodologies for consumer, mortgage, or commercial portfolios.
• Advanced proficiency in SQL and experience working with large datasets.
• Proficiency in Python, R, SAS, MATLAB, or other analytical programming languages.
• Experience with statistical analysis, predictive modeling, and machine learning techniques.
• Knowledge of credit risk, operational risk, market risk, liquidity risk, or enterprise risk management frameworks.
• Strong understanding of model governance standards, validation practices, and regulatory expectations.
• Experience developing dashboards and reporting solutions using tools such as Power BI, Tableau, or similar platforms.
• Exceptional analytical, problem-solving, and critical-thinking skills.
• Strong written and verbal communication skills with the ability to present complex analyses to varied audiences.
• Ability to influence decisions and collaborate effectively across multiple business functions.

Location

Hillsboro, OR | Marlborough/Chelmsford, MA

Pay

$116,500 - $140,000 + annual bonus

Schedule

Monday – Friday | 8am-5pm (Hybrid)

Benefits

• Traditional medical, dental, and vision coverage
• Generous 401(k) match
• Paid Time Off: You'll accrue up to 15 days in your first year. In addition, you'll receive 40 hours of sick time and 3 personal days, which refresh annually
• Paid federal holidays
• Special employee pricing on lending products such as mortgage, auto, and personal loans (eligibility subject to standard account requirements and underwriting criteria)