Senior Quantitative Risk Analyst

The Senior Quantitative Risk Analyst position will report to Senior Credit Oversight 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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