Credit Risk Data Scientist II - CECL & Model Governance

Coastal Community Bank; United States; Remote; USD 140,000 - 200,000; Full time

Benefits offered by this job

Medical Coverage

HSA

FSA

Dental and Vision

Life Insurance

401(k)

Paid Time Off

11 holidays

Job summary

Coastal Community Bank is seeking an experienced senior credit risk modeler to lead development, validation, and governance of models for consumer portfolios. You will apply advanced data science techniques to loss forecasting, credit decisioning, and regulatory reporting.

Candidates should have deep knowledge of CECL, CCAR, Basel III, IFRS 9, and related regulatory frameworks, with 7+ years in modeling and risk management. Strong communication with senior management is essential.

Qualifications

• Bachelor’s degree in quantitative finance, economics, statistics, mathematics, data science, CS, or related field.
• Master’s degree in quantitative discipline preferred (e.g., Financial Engineering, Data Science).
• 7+ years of experience in credit risk modeling, model development, validation, or model risk management.
• Experience with machine learning, data science, and statistical modeling.

Responsibilities

• Oversee development, validation, and performance monitoring of credit risk models used for decision-making, risk management, or regulatory reporting.
• Apply credit risk modeling & data science techniques (statistical, econometric, ML) for loss forecasting and decisioning.
• Proficiency with statistical tools (R, Python, SAS, SQL) for analysis and governance.
• Develop policies to monitor and validate credit risk models and ensure data quality.

Skills

Credit risk modeling

Data science techniques

Model governance

CECL/CCAR

Regulatory frameworks

Education

Bachelor’s degree in quantitative field

Master’s degree in quantitative discipline (preferred)

Tools

R

Python

SAS

SQL

Job description

Coastal Community Bank is seeking an experienced senior credit risk modeler to lead development, validation, and governance of models for consumer portfolios. You will apply advanced data science techniques to loss forecasting, credit decisioning, and regulatory reporting.

Candidates should have deep knowledge of CECL, CCAR, Basel III, IFRS 9, and related regulatory frameworks, with 7+ years in modeling and risk management. Strong communication with senior management is essential.