ERM Quantitative 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 in independent validations of quantitative statistical models, as defined in regulatory guidance OCC 2011-12 and Federal Reserve SR 11-7, using advanced statistical, quantitative, or econometric techniques. Provide assessments and analysis of data and data quality to ERM and model owners for analytical and modeling purposes. Maintain the firmwide Model Inventory and processes around model maintenance and performance tracking. Apply mathematical and statistical techniques to support counterparty credit risk and market risk management, analytics, and reporting of Treasury activities and functions, including interest rate and liquidity risk management. In addition, support the build out of an economic capital framework. Support risk modeling of securities, deposits, loans, and derivatives, through the use of cash flow engine tools such as PolyPaths and prepayment models. Research and gain expertise on existing and new financial product offerings at BECU. In addition, understand risks relation to investment products, asset liability management and fixed income hedging tools. Create independent challenger models for the benchmarking of existing and proposed champion models. Monitor risk activities by developing automated reporting tools. Support risk report generation and analysis for senior management. Requires: Master’s degree or foreign equivalent in Mathematics, Applied Mathematics, Statistics, Financial Engineering, Economics, Quantitative Finance, or a closely related field AND Knowledge gained through education, training, or employment of: statistical analysis tools including both R and Python; and knowledge of market and credit risk. Telecommuting permitted 3 days per week within the Seattle, WA metropolitan area. $82,900 - $154,000/yr. Health care, retirement, and PTO benefits. To apply, visit: https://becu.wd1.myworkdayjobs.com/PERM/job/Remote-WA/ERM-Quantitative-Analyst_R-13417-1. EOE