Senior Credit Risk Modeling Lead (CECL/Forecasting)

Synchrony; Olde West Chester (OH); Hybrid; USD 85,000 - 140,000; Full time

Job summary

Synchrony is seeking a data scientist / credit risk modeling professional to execute and maintain models under SR 11-7, OCC guidance, CECL, CCAR, and DFAST. This role sits in the Reserves & Loss forecasting team, using Python, Spark, SQL and Linux to analyze data and develop forward-looking credit loss estimates.

The lead analyst will manage quarterly reserve development, collaborate across Finance, IT and governance, and communicate assumptions with stakeholders while ensuring compliance with

Qualifications

• Bachelor's degree with quantitative underpinning and 5+ years of programming/analytics experience in risk.
• Strong SQL, Python, Spark and Linux skills with experience handling large data.
• Experience with CECL, CCAR, DFAST, SR 11-7 regulatory guidance is ideal.
• Willingness to travel for business as required.

Responsibilities

• Plan and execute reserves and loss forecasting models focusing on CECL.
• Maintain input monitoring, production controls, and output analytics.
• Support quarterly reviews, governance and documentation.
• Collaborate with IT, model development, data governance, and finance.
• Communicate model assumptions and results to stakeholders.

Skills

Python/Pandas

Spark

SQL

Linux

Hadoop

Education

Bachelor's degree in quantitative field

9+ years in Risk/Credit/Finance (in lieu of degree)

Tools

SQL

Job description

Synchrony is seeking a data scientist / credit risk modeling professional to execute and maintain models under SR 11-7, OCC guidance, CECL, CCAR, and DFAST. This role sits in the Reserves & Loss forecasting team, using Python, Spark, SQL and Linux to analyze data and develop forward-looking credit loss estimates.

The lead analyst will manage quarterly reserve development, collaborate across Finance, IT and governance, and communicate assumptions with stakeholders while ensuring compliance with