Senior Credit Risk Modeler – CECL/CCAR Forecasts

Synchrony; Draper (UT); Hybrid; USD 85,000 - 140,000; Full time

Job summary

Synchrony is seeking a data scientist / credit risk modeling professional to execute and maintain CECL-era models within the Reserves & Loss forecasting team. You will lead quarterly reserve development and work with IT and model governance to ensure robust, forward-looking estimates for credit and fraud losses.

The role requires strong data, statistical analysis and programming skills (Python/Pandas, Spark, Hadoop, SQL, Linux) and involves collaboration across Credit & Capital Management, IT,

Qualifications

• Bachelor's degree with quantitative underpinning; 5+ years in programming/analytics in risk, credit, or finance
• 5+ years' experience in programming using SQL, Python, Spark; proficient data handling and analytics
• Willingness to travel as required

Responsibilities

• Plan and execute CECL-focused models in production Reserves and Loss Forecasting
• Maintain input data monitoring, controls and analytics with documentation
• Support quarterly reviews and close activities; peer reviewer for controls
• Visualize insights and trends for effective communication to leadership
• Collaborate across Forecasting, Reserve & Stress Testing, Data Governance and Finance teams
• Support model development and lifecycle management from development to production

Skills

Python

SQL

Spark

Linux

Hadoop

Pandas

Education

Bachelor's degree with quantitative underpinning

Job description

Synchrony is seeking a data scientist / credit risk modeling professional to execute and maintain CECL-era models within the Reserves & Loss forecasting team. You will lead quarterly reserve development and work with IT and model governance to ensure robust, forward-looking estimates for credit and fraud losses.

The role requires strong data, statistical analysis and programming skills (Python/Pandas, Spark, Hadoop, SQL, Linux) and involves collaboration across Credit & Capital Management, IT,