Statistical Modeling Analyst

BECU

Tukwila, WA

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JOB DETAILS
JOB TYPE
Full-time, Employee
SKILLS
Analysis Skills, Artificial Intelligence (AI), Calibration, Change Control, Credit Union, Data Collection, Data Warehousing, EAD, Economics, Finance, Forecasting, Information Models, Leadership, Loan Portfolio, Machine Learning, Markov Chains, Mathematics, Performance Analysis, Performance Testing, Python Programming/Scripting Language, Quality Assurance Methodology, R Programming Language, Reliability Analysis, SQL (Structured Query Language), Statistical Analysis System (SAS), Statistical Modeling, Statistics, Strategic Planning, Stress Testing, Support Documentation, System Test, Testing, Trend Analysis, Usability Engineering, Use Cases, Validation Documentation
LOCATION
Tukwila, WA
POSTED
9 days ago
Statistical Modeling Analyst – Credit Unions in the State of Washington Boeing Employees' Credit Union d/b/a Boeing Employees' Credit Union d/b/a/ BECU. (Tukwila, WA). Assist development, re-development and calibration of statistical models using statistical analytical packages; including but not limited to: Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models for credit decisions, loss forecasting, stress testing, CECL reserving, and economic capital use cases. Support documentation and execution of statistical models under the direction of senior level peers and leadership. Support enhancements to existing suite of statistical models to improve accuracy, partnering with senior level peers and leadership. Research statistical methods and apply enhancements to existing suite of models to improve accuracy. Gather and evaluate data for reliability and usability and research and apply data treatment methods. Assist in development/understanding of vendor models to ensure accuracy and relevancy. Support enhancement of statistical model production and implementation processes. Support statistical model monitoring and performance testing. Support data requests and systems testing processes, working with more senior level peers as needed. Participate in team meetings related to statistical model development. Maintain thorough knowledge relating to loan portfolio and statistical modeling trends and composition. Assist with analyzing and presenting modeling outputs to stakeholders. Assist in the development of statistical modeling strategies by using data warehouse information and modeling results. Maintain statistical modeling, change control, and validation documentation as needed. Requires: Master’s degree or foreign equivalent in Statistics, Mathematics, Finance, Economics, or a closely related field. Through completion of relevant coursework, internship, or employment: Knowledge of three or more of the following statistical analytical packages: SAS, Python, SQL and R; Knowledge of artificial intelligence (AI) and machine learning (ML) tools; AND Knowledge of statistical modeling concepts including logistic regression, survival analysis, Markov chain analysis and time series. Telecommuting permitted 3 days per week from within the Seattle, WA metropolitan area. $86,674 - $124,300/yr. Health care, retirement, and PTO benefits. To apply visit: www.becu.org/careers , search requisition R-13014. EOE

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