Statistical Modeling Manager (Fintech)

TL;DR

Statistical Modeling Manager (Fintech): Leading the development and oversight of advanced credit risk models that directly support the financial well-being of members, with an accent on Economic Capital, loan loss forecasting, account management, collections, capital planning, and stress testing. Focus on building stronger, smarter, and more resilient credit strategies, influencing key business decisions, and ensuring models translate into actionable insights.

Location: Remote within approved US states, specifically residents of WA, OR, ID, CA, AZ, TX, GA, SC, NC, or VA. If located in Washington state and within commutable distance to Tukwila Headquarters (TFC), office attendance is encouraged on Tuesdays & Wednesdays; otherwise, the role is primarily remote.

Salary: $107,400.00 - $199,900.00 annually

Company

hirify.global is a financial institution of 1.5 million members and over $30 billion in managed assets, driven by a 'people helping people' philosophy to serve members, communities, and each other as one of the nation's leading credit unions.

What you will do

• Lead the design, development, and recalibration of statistical credit risk models, including credit decision scorecards and Basel IRB models (PD, LGD, EAD).
• Champion data integrity by gathering, validating, and refining large datasets, applying advanced treatment techniques as needed.
• Conduct ongoing performance assessments and annual reviews to enhance model accuracy using cutting-edge statistical methods.
• Partner with business and product teams to explain model outcomes, guide risk-reward strategies, and ensure alignment with business objectives.
• Provide advanced analytics in support of credit risk strategy, including capital planning and loss forecasting, utilizing tools like SAS, SQL, and other statistical platforms.
• Develop and maintain risk modeling procedures and documentation to support consistency, auditability, and stakeholder transparency.

Requirements

• Master’s degree or foreign equivalent in a quantitative discipline such as statistics, math, finance, or economics.
• Minimum 7 years of functional experience in credit risk modeling.
• Must be a resident of WA, OR, ID, CA, AZ, TX, GA, SC, NC, or VA.

Nice to have

• Sound knowledge of statistical modeling concepts including logistic regression, survival analysis, Markov chain analysis, and time series.
• Knowledge of artificial intelligence (AI) and machine learning (ML) tools.
• Knowledge of three or more statistical analytical packages: SAS, Python, SQL, and R.
• Experience with Basel Regulatory framework, Comprehensive Capital Analysis Review (CCAR), and Dodd-Frank Act Stress Testing (DFAST).

Culture & Benefits

• 401(k) Company Match (up to 3%) and 4% annual contribution.
• Medical, Dental, and Vision benefits.
• PTO Program + Exchange Program and Tuition Reimbursement Program.
• hirify.global Cares volunteer time off + donation match.
• Commitment to ensuring full engagement and inclusion in a collaborative environment.