The Senior Quantitative Risk Analyst position will report to Senior Risk Analytics Manager.
As the Senior Quantitative Risk Analyst, you will
- Lead loss forecasting by leveraging data science models and applying business overlays to project portfolio performance.
- Monitor and analyze credit metrics across multiple loan products, identifying key risks, trends, and opportunities.
- Prepare and present portfolio forecasts and credit/fraud performance updates to executives, the Board, and rating agencies.
- Validate and challenge credit and fraud risk models to ensure methodological soundness, transparency, and regulatory compliance.
- Partner cross-functionally with Finance, Capital Markets, and Data Science to align risk insights with business strategy.
About You
- 3+ years in a data-driven role, ideally within credit or fraud risk.
- Strong proficiency in SQL for data extraction and Python for statistical modeling and analysis.
- Experience with loss forecasting, particularly in consumer lending products.
- Skilled in data visualization and BI tools (e.g., Looker, Tableau) as well as Excel and PowerPoint.
- Strong analytical thinker with excellent communication and presentation abilities.
- Detail-oriented, intellectually curious, and able to manage multiple priorities under tight deadlines.
Even Better
- Experience in student loans, personal loans, or credit cards.
- Familiarity with regulatory compliance in the lending industry.
- Prior exposure to risk model development or enhancement.
- Background in efficiency improvements and automation.
- Ability to independently research and implement innovative modeling approaches.
Where
- This role will be based in the US.
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