Senior Credit Risk Modeler: CECL/CCAR

Synchrony; Charlotte (NC); Hybrid; USD 85,000 - 140,000; Full time

Job summary

Synchrony is seeking a data scientist/credit risk modeling professional to execute, maintain, and develop models under CECL and related regulatory guidance. The role sits in Credit and Capital Management, focusing on quarterly reserve development and loss forecasting, with collaboration across IT, model development, and governance teams.

The ideal candidate has 5+ years in programming/analytics within risk or finance, strong Python/Spark/SQL/Linux skills, and the ability to communicate complex

Qualifications

• Bachelor's degree with quantitative underpinning and 5+ years of Programming/Analytics experience in risk, credit, finance, or related fields.
• 5+ years' experience demonstrating strong programming in SQL, Python, Spark; proven ability to query relational databases and manage large data.
• Willingness and ability to travel for business as required.

Responsibilities

• Plan and execute models in the production Reserves and Loss Forecasting process with a focus on CECL and related estimates.
• Maintain model data input monitoring, production controls and output analytics with robust documentation.
• Support quarterly review, close activities, and provide peer-reviewed controls.
• Visualize insights and communicate performance and trends for decisioning.
• Collaborate across Forecasting, Reserve and Stress Testing, Model Development and Data Governance teams.
• Support development of new models or enhancements and manage model lifecycle from development to production.
• Respond to model validation or regulatory requests, ensuring governance standards are met.
• Ensure timely project delivery, calibrations, and re-fits as business dynamics change.

Skills

Python

Pandas

Spark

SQL

Linux

Credit risk modeling

Education

Bachelor's degree in a quantitative field

Tools

SQL

Python

Spark

Hadoop

Linux

Job description

Synchrony is seeking a data scientist/credit risk modeling professional to execute, maintain, and develop models under CECL and related regulatory guidance. The role sits in Credit and Capital Management, focusing on quarterly reserve development and loss forecasting, with collaboration across IT, model development, and governance teams.

The ideal candidate has 5+ years in programming/analytics within risk or finance, strong Python/Spark/SQL/Linux skills, and the ability to communicate complex