Credit Risk Modeling & CECL/ACL Analyst

Synechron; Pittsburgh (Allegheny County); On-site; USD 140,000 - 200,000; Full time

Benefits offered by this job

Competitive compensation

Global opportunities

Paid annual leave

Maternity & paternity leave

Comprehensive insurance

Job summary

Synechron is seeking a seasoned quantitative risk professional to develop and maintain credit risk models, CECL/ACL estimation, and portfolio stress testing. You will work across PD, LGD, EAD, scorecards, and lifetime loss estimation to deliver robust risk insights.

You will collaborate with Credit Risk, Finance, Treasury, Technology, and Model Risk teams, using Python and SQL, with exposure to R/SAS and ML methods. Global collaboration and continuous learning are key benefits.

Qualifications

• 10+ years of experience in credit risk modeling, CECL/ACL, stress testing, model validation, or quantitative risk analytics.
• Strong knowledge of PD, LGD, EAD, scorecards, lifetime loss estimation, and credit risk forecasting.
• Experience with CCAR/DFAST, regulatory modeling, and model risk management.
• Advanced Python and SQL skills; experience with R, SAS, or machine learning is a plus.
• Strong understanding of statistical modeling, forecasting, back-testing, and model performance monitoring.

Responsibilities

• Develop and maintain PD, LGD, EAD, scorecard, and expected loss models.
• Support CECL/ACL implementation, allowance forecasting, and lifetime loss estimation.
• Perform portfolio analysis, loss forecasting, back-testing, benchmarking, and model monitoring.
• Conduct CCAR/DFAST and macroeconomic stress testing under multiple scenarios.
• Support model validation, documentation, governance, and regulatory reviews.
• Use Python, SQL, and statistical or machine learning techniques to analyze credit risk data.
• Build forecasting models, data pipelines, and automated reporting processes.
• Communicate model results and risk insights to senior management, auditors, and regulators.
• Collaborate with Credit Risk, Finance, Treasury, Technology, and Model Risk teams.

Skills

Python

SQL

Machine learning

Statistical modeling

Forecasting

Communication

Stakeholder management

Model governance

Education

Bachelor’s or Master’s in Finance, Economics, Statistics, Mathematics, Data Science

Tools

R

SAS

Job description

At Synechron, we believe in the power of digital to transform businesses for the better. Our global consulting firm combines creativity and innovative technology to deliver industry-leading digital solutions. Synechron’s progressive technologies and optimization strategies span end-to-end Artificial Intelligence, Consulting, Digital, Cloud & DevOps, Data, and Software Engineering, servicing an array of noteworthy financial services and technology firms. Through research and development initiatives in our FinLabs we develop solutions for modernization, from Artificial Intelligence and Blockchain to Data Science models, Digital Underwriting, mobile-first applications and more. Over the last 20+ years, our company has been honored with multiple employer awards, recognizing our commitment to our talented teams. With top clients to boast about, Synechron has a global workforce of 14,500+, and has 58 offices in 21 countries within key global markets.

We are seeking a quantitative risk professional to develop and maintain credit risk models, support CECL/ACL lifetime loss estimation, and deliver stress testing and portfolio risk analytics. The role combines credit risk, data science, regulatory modeling, and model governance.

The Role

Responsibilities:

• Develop and maintain PD, LGD, EAD, scorecard, and expected loss models.
• Support CECL/ACL implementation, allowance forecasting, and lifetime loss estimation.
• Perform portfolio analysis, loss forecasting, back-testing, benchmarking, and model monitoring.
• Conduct CCAR/DFAST and macroeconomic stress testing under multiple scenarios.
• Support model validation, documentation, governance, and regulatory reviews.
• Use Python, SQL, and statistical or machine learning techniques to analyze credit risk data.
• Build forecasting models, data pipelines, and automated reporting processes.
• Communicate model results and risk insights to senior management, auditors, and regulators.
• Collaborate with Credit Risk, Finance, Treasury, Technology, and Model Risk teams.

Requirements:

• Bachelor’s or master’s degree in Finance, Economics, Statistics, Mathematics, Data Science, or a related field.
• 10+ years of experience in credit risk modeling, CECL/ACL, stress testing, model validation, or quantitative risk analytics.
• Strong knowledge of PD, LGD, EAD, scorecards, lifetime loss estimation, and credit risk forecasting.
• Experience with CCAR/DFAST, regulatory modeling, and model risk management.
• Advanced Python and SQL skills; experience with R, SAS, or machine learning is a plus.
• Strong understanding of statistical modeling, forecasting, back-testing, and model performance monitoring.
• Excellent analytical, communication, documentation, and stakeholder management skills.
• Banking, financial services, fintech, or consulting experience preferred.

We offer:

• A highly competitive compensation and benefits package.
• A multinational organization with 58 offices in 21 countries and the possibility to work abroad.
• 10 days of paid annual leave (plus sick leave and national holidays).
• Maternity & paternity leave plans.
• A comprehensive insurance plan including medical, dental, vision, life insurance, and long-/short-term disability (plans vary by region).
• Retirement savings plans.
• A higher education certification policy.
• Commuter benefits (varies by region).
• Extensive training opportunities, focused on skills, substantive knowledge, and personal development.
• On-demand Udemy for Business for all Synechron employees with free access to more than 5000 curated courses.
• Coaching opportunities with experienced colleagues from our Financial Innovation Labs (FinLabs) and Center of Excellences (CoE) groups.
• Cutting edge projects at the world’s leading tier-one banks, financial institutions and insurance firms.
• A flat and approachable organization.
• A truly diverse, fun-loving, and global work culture.