Quantitative Risk Management Jobs in Oregon (NOW HIRING)

Description

This role supports the organization's credit risk management framework through advanced quantitative analysis, model development, validation activities, and risk measurement methodologies. The position provides subject matter expertise on complex financial, credit, operational, and enterprise risk analytics, helping ensure effective risk identification, monitoring, and mitigation. This role partners across business units to develop data-driven insights that strengthen decision-making and support regulatory and governance requirements. The position contributes to the organization's strategic objectives by enhancing risk transparency, forecasting capability, and overall risk management effectiveness.

Here’s what you can expect from the job and what you need to be successful:  

What You'll Do: 

• Support the design, development, implementation, and ongoing enhancement of CECL models used to estimate expected credit losses across consumer, commercial, mortgage, and other lending portfolios.
• Lead the development, enhancement, and maintenance of quantitative credit risk models, methodologies, and analytical tools used to measure and monitor portfolio‑level and enterprise risks.
• Perform advanced statistical, econometric, and predictive analyses to identify emerging risks, evaluate portfolio performance, and inform strategic decision-making.
• Design and execute stress testing, scenario analysis, sensitivity analysis, and forecasting exercises to assess risk exposure under varying economic and business conditions.
• Analyze large and complex datasets to identify trends, anomalies, and key risk drivers, delivering actionable insights to business leaders and risk committees.
• Evaluate model performance, conduct outcome monitoring and back testing, and recommend enhancements to ensure analytical methodologies remain effective, accurate, and compliant with governance standards.
• Collaborate with business stakeholders, finance, compliance, audit, and risk management teams to support enterprise risk assessments and strategic initiatives.
• Prepare and present quantitative analyses, credit risk reports, and executive-level materials that clearly communicate complex technical findings to non-technical audiences.
• Support regulatory examinations, internal audits, model governance activities, and validation reviews by providing thorough documentation and analytical justification.
• Serve as a technical resource and subject matter expert for quantitative credit risk methodologies, mentoring junior analysts and providing guidance on analytical best practices.
• Identify opportunities to improve data quality, reporting automation, analytical efficiency, and risk measurement capabilities through process enhancements and innovative solutions.

Essential Skills:

• Required Education: Bachelors degree in field relevant to role (or 4 additional years of relevant experience in lieu of a degree)
• 6+ years of relevant experience is required
• Strong knowledge of quantitative risk management principles, statistical modeling, forecasting techniques, and risk measurement methodologies.
• Experience supporting and administering CECL models and expected credit loss methodologies for consumer, mortgage, or commercial portfolios.
• Advanced proficiency in SQL and experience working with large datasets.
• Proficiency in Python, R, SAS, MATLAB, or other analytical programming languages.
• Experience with statistical analysis, predictive modeling, and machine learning techniques.
• Knowledge of credit risk, operational risk, market risk, liquidity risk, or enterprise risk management frameworks.
• Strong understanding of model governance standards, validation practices, and regulatory expectations.
• Experience developing dashboards and reporting solutions using tools such as Power BI, Tableau, or similar platforms.
• Exceptional analytical, problem-solving, and critical-thinking skills.
• Strong written and verbal communication skills with the ability to present complex analyses to varied audiences.
• Ability to influence decisions and collaborate effectively across multiple business functions.

Location: Hillsboro, OR | Marlborough/Chelmsford, MA

Target Compensation: $116,500 - $140,000 + annual bonus

Schedule: Monday – Friday | 8am-5pm (Hybrid)

Who We Are:
What makes First Tech different? Click here to learn more!
Every great journey begins with a bold idea—and ours is no different. First Tech and DCU were founded on the belief that financial solutions should put people first. That belief has fueled decades of innovation and service, rooted in the tech sector and expanding to support members from all walks of life.
Employees are eligible for:
• Traditional medical, dental, and vision coverage
• Generous 401(k) match
• Paid Time Off: You'll accrue up to 15 days in your first year. In addition, you'll receive 40 hours of sick time and 3 personal days, which refresh annually
• Paid federal holidays
• Special employee pricing on lending products such as mortgage, auto, and personal loans (eligibility subject to standard account requirements and underwriting criteria)
Employment Statements:
First Tech is an equal opportunity employer, and we value diversity, inclusion, and equity at our company. We evaluate qualified applicants without regard to race, color, religion, age, sex, sexual orientation, gender identity, national origin, disability, veteran status, and other legally protected characteristics.
If you're applying for a job and need a reasonable accommodation for any part of the employment process, please send an email to recruiters@firsttechfed.com and let us know the nature of your request and contact information. Please note that only those inquiries concerning a request for reasonable accommodation will be responded to from this email address.
First Tech is not currently offering Visa transfer/sponsorship for this position.