Senior Credit Risk Data Scientist – CECL & Modeling

Coastal; United States; On-site; USD 130,000 - 163,000; Full time

Benefits offered by this job

Medical coverage

Health Savings Account (HSA)

Dental & Vision Insurance

401(k) Retirement Plan

Job summary

Coastal is seeking a senior credit risk modeling professional to oversee development, validation, and performance of models for consumer portfolios. You will lead governance, apply CECL and stress testing, and work with data science techniques to forecast losses and support regulatory reporting.

Ideal candidates have 7+ years in credit risk modeling, strong knowledge of PD/LGD/EAD, and experience with Basel III/IFRS 9.

Qualifications

• Bachelor's degree in quantitative finance, economics, statistics, mathematics, data science, computer science, or related field.
• Master's degree in a quantitative discipline preferred.
• 7+ years of experience in credit risk modeling, model development, validation, or model risk management.

Responsibilities

• Oversee development, validation, and performance monitoring of credit risk models for decision-making, risk management, or regulatory reporting.
• Apply machine learning, data science, and statistical techniques for loss forecasting and credit decisioning.
• Maintain model governance framework ensuring control over development, production, and validation.

Skills

Credit risk modeling

Machine learning

Data science

Statistical techniques

CECL

Regulatory knowledge

Back testing

Communication

Education

Bachelor's degree

Master's degree

Tools

R

Python

SAS

SQL

Job description

Coastal is seeking a senior credit risk modeling professional to oversee development, validation, and performance of models for consumer portfolios. You will lead governance, apply CECL and stress testing, and work with data science techniques to forecast losses and support regulatory reporting.

Ideal candidates have 7+ years in credit risk modeling, strong knowledge of PD/LGD/EAD, and experience with Basel III/IFRS 9.