Senior Credit Risk Modeling & CECL/ACL Lead

Synechron; Pittsburgh (Allegheny County); Sur place; USD 140 000 - 200 000; Plein temps

Avantages offerts par ce poste

Competitive compensation

Global opportunities

Paid annual leave

Maternity & paternity leave

Comprehensive insurance

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

Python

SQL

Machine learning

Statistical modeling

Forecasting

Communication

Stakeholder management

Model governance

Formation

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

Outils

R

SAS

Description du poste

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.