PenFed Credit Union · 1 day ago
Sr. Analyst Quantitative Analytics, Enterprise Risk Advanced Analytics
McLean, VA
Full-time
Hybrid
Senior Level
5+ years expPenFed Credit Union is a leading financial institution seeking a Sr. Analyst in Quantitative Analytics to analyze data from corporate data warehouses and support the implementation of new Market Risk systems. The role involves collaborating with technical teams, performing data quality reviews, and developing quantitative techniques to enhance risk models.
BankingCreditFinanceFinancial ServicesLending
Responsibilities
Participate in building machine-learning analysis techniques to augment risk hedging decisions as well as improve interest model, AdCo prepay model in PolyPaths risk systems
Collaborate with business and technical partners to understand and evaluate their requirements regarding data/analytic tool/models and determine the optimal way to gather data and present results
Work closely with team leads to analyze data based on various business and regulatory scenarios
Perform ad hoc analyses to support business and to identify emerging risks. Identify, collect, and analyze behavioral/performance data from both internal and external sources to understand the impacts of policy changes and macro dynamics on portfolio performance
Leverage Power BI to design sophisticated data visualizations and dynamic reporting dashboards that convert complex datasets into actionable insights for company wise; harness Snowflake AI tools to scrape and analyze earnings call data and integrate and monitor liquidity risk and emerging risk signals using advanced NLP methodologies
Produce documentation, procedures, and applicable training materials for new departmental processes
Modify and execute monthly Python/SQL scripts to extract data from various systems including SnowFlake and compare historical model performance for feed into the new PolyPaths risk system
Qualification
Required
Master's degree in Statistics, Computer Science, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related field from competitive STEM university with a minimum of Five (5) years of related work experience from a financial institution or consulting
5 years of experience with Python or other statistical analyst software
3 years' experience with data analysis and SQL
5 years' experience in machine learning
3 years of experience manipulating and analyzing large data sets
Ability to work independently and as part of a team, self-motivation, adaptability and positive attitude
Must have strong communication skills and equivalent EQ
Ability to estimate work accurately and produce deliverables on time with minimal supervision
Preferred
Some background in market risk and trading and technical analysis is preferred as a plus besides tech skills
Benefits
Comprehensive health, dental, and vision plans
Paid time off
Paid parental leave
Care support
Fitness center access
401(k) match
Employee loan discounts
Fully paid life and disability coverage
Education assistance
Community involvement
Volunteer opportunities
Company
PenFed Credit Union
PenFed Credit Union offers banking services, loans, mortgages, and credit cards to individuals and small businesses.
1001-5000 employees
H1B Sponsorship
PenFed Credit Union has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (19)
2024 (20)
2023 (10)
2022 (21)
2021 (12)
2020 (11)
Funding
Current Stage
Late StageTotal Funding
$845.89M2025-09-22Debt Financing· $398.49M
2024-08-29Debt Financing· $447.4M
Leadership Team
Sarah Heintzman
Executive Vice President, CFO
Andrea McCarren
Senior Vice President & Chief Content Officer
Recent News
The Virginian-Pilot
2025-11-05
Company data provided by crunchbase