Sr. Analyst Quantitative Analytics, Enterprise Risk Advanced Analytics

Pen Fed is hiring a (Hybrid) Sr. Analyst Quantitative Analytics, Enterprise Risk Advanced Analytics at our Tysons, Virginia location. The primary purpose of this job is to analyze data from corporate data warehouses to feed into new Market Risk systems; engage with data transformation team and perform data quality review and incorporate data updates. This position will also support the Market Risk governance function and the new Poly Paths system implementation as well as leading communications with IT and Enterprise Data teams.

The secondary purpose of this job is to analyze data and create quantitative techniques to automate and enhance new Market Risk systems and models. Market Risk Management is building out the Poly Paths enterprise risk system for benchmarking and challenger models so enhancement of interest‑rate modelling and prepayment analytics will be essential.

Equivalent combination of education and experience is considered.

• 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.
• Some background in market risk and trading and technical analysis is preferred as a plus besides tech skills.
• Must have strong communication skills and equivalent EQ.
• Ability to estimate work accurately and produce deliverables on time with minimal supervision.

This positon will not supervise employees.

There are no additional certifications required.

Hybrid work role – 2.5 days in the office - while performing the duties of this job, the employee is regularly exposed to an indoor office setting with moderate noise.

* Most roles require working in an office setting with moderate noise and the ability to lift 25 pounds.*

Ability to travel to various worksites and be on-call may be required.

Reasonable accommodation may be made to enable individuals with disabilities to perform the essential functions. This is not intended to be an all‑inclusive list of job duties, and the position will perform other duties as assigned.

• Participate in building machine‑learning analysis techniques to augment risk hedging decisions as well as improve interest model, AdCo prepay model in Poly Paths 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 Snow Flake and compare historical model performance for feed into the new Poly Paths risk system.

* This role is responsible for ensuring business continuity.*