Earnest Current Job Openings
Lead Quantitative Risk Analyst
Earnest Current Job Openings, California, Missouri, United States, 65018
The Lead Quant Risk Analyst will report to the Head of Risk.
As the Lead Quant Risk Analyst, you will:
Play a pivotal role in managing and optimizing our loss modeling and underwriting, ensuring frictionless risk optimization to support our strategic goals.
Define roadmap and strategy around risk modeling foundation, structure, and backbone of the modeling systems.
Lead the quant risk team and collaborate closely with analytics, data science, and cross-functional teams to unlock the full potential of our risk data.
Your Impact:
Set the technical direction for the team by proposing risk technologies, tools, and languages that can be used to solve business problems.
Implement and enforce data quality standards, data validation, and data governance processes to ensure data accuracy and reliability.
Support development of data transformations on SQL/DBT, advanced analytics, and reporting solutions on Looker to provide actionable insights to various stakeholders.
About You:
2-3 years of experience working with Financial Systems and/or Financial Data.
4-6 years of experience in designing and building risk reporting using Snowflake (or other data warehouses) and Looker (or other visualization tools).
SQL Expert.
Willingness to travel to the Oakland office monthly to collaborate with other Earnies.
Even Better:
Experience in Fintech.
Python Expert.
Where:
This role will be based in the San Francisco Bay Area.
While you’ll enjoy the flexibility of remote work, we also love to see our Earnies face-to-face! We ask you to join us at our Oakland office for 3 consecutive days a month for team collaboration and some fun.
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As the Lead Quant Risk Analyst, you will:
Play a pivotal role in managing and optimizing our loss modeling and underwriting, ensuring frictionless risk optimization to support our strategic goals.
Define roadmap and strategy around risk modeling foundation, structure, and backbone of the modeling systems.
Lead the quant risk team and collaborate closely with analytics, data science, and cross-functional teams to unlock the full potential of our risk data.
Your Impact:
Set the technical direction for the team by proposing risk technologies, tools, and languages that can be used to solve business problems.
Implement and enforce data quality standards, data validation, and data governance processes to ensure data accuracy and reliability.
Support development of data transformations on SQL/DBT, advanced analytics, and reporting solutions on Looker to provide actionable insights to various stakeholders.
About You:
2-3 years of experience working with Financial Systems and/or Financial Data.
4-6 years of experience in designing and building risk reporting using Snowflake (or other data warehouses) and Looker (or other visualization tools).
SQL Expert.
Willingness to travel to the Oakland office monthly to collaborate with other Earnies.
Even Better:
Experience in Fintech.
Python Expert.
Where:
This role will be based in the San Francisco Bay Area.
While you’ll enjoy the flexibility of remote work, we also love to see our Earnies face-to-face! We ask you to join us at our Oakland office for 3 consecutive days a month for team collaboration and some fun.
#J-18808-Ljbffr