Note: The job is a remote job and is open to candidates in USA. Flagship Financial Group is a national consumer finance company focused on auto lending and investing in technology, data, and analytics. The Senior Quantitative Analyst will develop, maintain, and enhance credit and risk models supporting auto lending originations, including credit decisioning, loss forecasting, and pricing. The role also partners with business and technical stakeholders, monitors model performance, maintains governance documentation, and mentors junior analysts.
Responsibilities
- Develop, maintain, and enhance originations models, including application scoring, probability of default (PD) frameworks, loss timing curves (LTC), and pricing models
- Analyze credit attributes, application data, and portfolio performance data to identify risk drivers, support segmentation strategies, and improve model calibration
- Work directly with raw credit bureau data — parsing bureau files, interpreting tradeline-level detail, and constructing and validating custom credit attributes for use in modeling
- Evaluate alternative data sources and portfolio analytics to support model development and ongoing performance improvement
- Validate and monitor model performance against actual outcomes and contribute to structured recalibration and model refresh cycles
- Identify model performance issues and opportunities for enhancement, recommending and implementing improvements as appropriate
- Maintain comprehensive documentation throughout the model lifecycle — design, development, testing, validation, and monitoring — consistent with model risk management standards and sufficient to support independent validation, audit, and regulatory review
- Serve as a subject matter expert on originations modeling and provide analytical insights to support business decisions
- Mentor junior analysts and contribute to the technical growth and development of the broader Quantitative Analysis team
- Collaborate cross-functionally with Credit, Risk, Operations, Technology, and other stakeholders to drive data-informed decision-making
- Perform other duties as required or assigned
Skills
- • 4–7 years of hands-on experience in quantitative model development
- • Strong proficiency in Python or R
- • Bachelor's degree in Statistics, Mathematics, Engineering, Finance, Economics, Data Science, or a related field required
- • Strong knowledge of statistical techniques, predictive modeling, machine learning methodologies, and model validation practices
- • Familiarity with model risk governance and regulatory expectations for model development, validation, and documentation in a lending environment
- • Experience working with large data sets and translating complex analyses into business-driven recommendations
- • Proven ability to manage multiple priorities and deliver high-quality work in a fast-paced environment
- • Exceptional analytical, organizational, problem-solving, and communication skills
- • Experience in auto finance, consumer lending, credit risk modeling, or related financial services environments preferred
- • Hands-on familiarity with credit bureau data is strongly preferred, including experience parsing bureau files and working with tradeline-level data to build and test credit attributes
- • Master's degree or PhD preferred for advanced-level candidates
Benefits
- Eligible for an annual incentive bonus
- A full benefits package
- Remote opportunity or hybrid at our Chadds Ford, PA, Tempe, AZ, or Coppell, TX locations
Company Overview