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 year’s 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 is fully remote from anywhere within the US. 

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