Demand Planning Manager overseeing demand planning for the Made - to - Order Communications business in Stryker. Collaborating with cross - functional leaders to support new product launches and long - term business planning.
About the role
- Statistical Modeling Manager at BECU leading development and oversight of advanced credit risk models. Collaborating across teams to influence business decisions and enhance financial strategies.
Responsibilities
- Lead Model Development: Design, develop, and recalibrate statistical credit risk models—ranging from credit decision scorecards to Basel IRB models like PD, LGD, and EAD—using leading statistical software and programming tools.
- Champion Data Integrity: Gather, validate, and refine large datasets to ensure models are built on reliable, usable data—and apply advanced treatment techniques where needed.
- Implement with Precision: Manage systems testing and data readiness to support accurate and efficient model implementation.
- Evaluate and Enhance Models: Conduct ongoing performance assessments and annual reviews to identify enhancements and improve model accuracy using cutting-edge statistical methods.
- Drive Business Alignment: Partner with business and product teams to explain model outcomes, guide risk-reward strategies, and ensure alignment between statistical insights and business objectives.
- Maximize Analytic Impact: Provide advanced analytics in support of credit risk strategy, including capital planning, portfolio mix management, and loss forecasting—applying tools like SAS, SQL, and other statistical platforms.
- Standardize Model Governance: Develop and maintain risk modeling procedures and documentation to support consistency, auditability, and stakeholder transparency.
- Translate Insights: Present model results and recommendations clearly to both technical and non-technical stakeholders, supporting enterprise-wide understanding and action.
- Stay Ahead of the Curve: Maintain up-to-date knowledge of credit portfolios, regulatory requirements, and industry trends to drive continuous improvement in modeling practices.
- Deliver Cross-Functional Support: Respond to data requests, manage testing environments, and ensure model outputs are leveraged effectively across teams.
- Ensure Thorough Documentation: Maintain detailed records, including model development logs, version controls, and validation documentation for regulatory and business needs.
- Contribute Beyond the Role: Take on additional responsibilities and special projects that support BECU’s mission and modeling excellence.
Requirements
- Master’s degree or foreign equivalent in a quantitative discipline such as statistics, math, finance, or economics.
- Minimum 7 years of functional experience in credit risk modeling.
- Sound knowledge of statistical modeling concepts including logistic regression, survival analysis, Markov chain analysis and time series.
- Knowledge of artificial intelligence (AI) and machine learning (ML) tools.
- Knowledge of three or more of the following statistical analytical packages: SAS, Python, SQL and R.
- Experience in verbal and written communication of complex statistical insights.
- Experience with loss forecasting, default management and credit risk modeling, reporting and analytics.
- Experience with Basel Regulatory framework, Comprehensive Capital Analysis Review (CCAR), Dodd-Frank Act Stress Testing (DFAST).
- Credit Risk modeling experience in real estate secured loan products (i.e., mortgage, home equity), auto, credit card, Consumer and/or commercial loan products.
Benefits
- 401(k) Company Match (up to 3%)
- 4% annual contribution to your 401(k) by BECU
- Medical, Dental and Vision (family contributions as well)
- PTO Program + Exchange Program
- Tuition Reimbursement Program
- BECU Cares volunteer time off + donation match
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