Senior Credit Risk Data Scientist — CECL/CCAR, Remote

Synchrony; Dallas (TX); Hybrid; USD 85,000 - 140,000; Full time

Job summary

Synchrony's Credit and Capital Management group seeks a data scientist / credit risk modeling professional with experience executing, maintaining and developing models under CECL, CCAR and related guidelines. Proficiency in Python/Pandas, Spark, Hadoop, SQL and Linux is essential.

You will focus on the quarterly reserve development process, drive modeling efforts, and collaborate across IT, model development and Finance to ensure accurate credit and fraud loss estimates.

Qualifications

• Bachelor's degree with quantitative underpinning and 5+ years of programming/analytics experience in risk/credit/finance or 9+ years in lieu of degree
• 5+ years' experience demonstrating strong programming skills in SQL, Python, Spark with hands-on data analysis and large data processing
• Willingness to travel for business as required

Responsibilities

• Plan and execute models in production Reserves and Loss Forecasting with CECL focus and related estimates
• Maintain model data input monitoring, controls and output analytics with comprehensive documentation
• Collaborate across Forecasting, Reserve and Stress Testing, Model Development, Data Governance, Finance, Collections and Controllership

Skills

Data analysis

Statistical analysis

Programming

Model development

Communication

Education

Bachelor's degree in quantitative field

Tools

SQL

Python

Spark

Linux

Hadoop

Pandas

Job description

Synchrony's Credit and Capital Management group seeks a data scientist / credit risk modeling professional with experience executing, maintaining and developing models under CECL, CCAR and related guidelines. Proficiency in Python/Pandas, Spark, Hadoop, SQL and Linux is essential.

You will focus on the quarterly reserve development process, drive modeling efforts, and collaborate across IT, model development and Finance to ensure accurate credit and fraud loss estimates.