Senior Credit Risk Modeling Lead (CECL/CCAR)

Synchrony

Alpharetta (GA)

Hybrid

USD 85,000 - 140,000

Full time

4 days ago

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Job summary

Synchrony's Credit and Capital Management group seeks a data scientist specializing in credit risk modeling to execute, maintain, and develop models under SR 11-7/OCC 2011-12, CECL, CCAR and DFAST guidelines. The role emphasizes quarterly reserve development, loss forecast projections, and governance across data, analytics, and IT.

Strong Python/Spark/SQL/Linux skills are required, with collaboration across multiple teams.

Qualifications

Bachelor's degree with quantitative underpinning and 5+ years in Programming/Analytics.
5+ years' experience with SQL, Python, Spark; Linux; data analysis and modeling.
Ability and flexibility 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 process and quarter closing activities; contribute to governance and controls.
Visualize insights, performance, and trends in inputs/outputs for communication and decisioning.
Collaborate across Credit & Capital Management, IT and model development for enhancements.
Assist with model validation, regulatory requests and governance adherence.
Develop new models or enhancements and manage their lifecycle in production.
Coordinate with cross-functional teams to align business needs with model outcomes.