Senior Credit Risk Modeling Scientist

Coastal Community Bank; United States; Remote; USD 140,000 - 190,000; Full time

Benefits offered by this job

401(k) Retirement Plan

Paid Time Off

11 paid holidays

Job summary

Coastal Community Bank is seeking a senior leader to oversee development, validation, and performance of internal credit risk models for the CCBX consumer portfolios and partner models. The role requires deep knowledge of CECL, loss forecasting, macroeconomic scenario analysis, and robust data science and statistical skills.

You’ll govern model governance, ensure data quality, and communicate with executives, auditors, and regulators.

Qualifications

• Bachelor’s degree in quantitative finance, Economics, Statistics, Mathematics, Data Science, Computer Science or related field.
• Master’s degree in a quantitative discipline preferred.

Responsibilities

• Oversee development, validation, and performance monitoring of credit risk models.
• Proficient in credit risk modeling & data science techniques for loss forecasting.
• Proficiency in R, Python, SAS, SQL and other modeling tools.
• Strong business knowledge of consumer credit, including credit cards and personal loans.
• Manage the model governance framework for development, production, and validation.
• Understand CECL, stress testing, loss forecasting, and macroeconomic scenario analysis.
• Assess model performance and conduct back testing.
• Ensure data management and quality of model inputs/outputs.
• Develop and implement policies to monitor/validate credit risk models.
• Communicate with senior management, auditors, and regulators.
• Align activities with risk appetite and strategic goals.
• Provide leadership during project planning, execution, and follow-up.
• Experience with PD, LGD, and EAD modeling.

Skills

Credit risk modeling

Data science

Machine learning

Statistical analysis

Regulatory knowledge

Communication

Presentation

Problem solving

Leadership

Education

Bachelor’s degree in quantitative fields

Master’s degree in quantitative discipline

Tools

R

Python

SAS

SQL

Job description

Coastal Community Bank is seeking a senior leader to oversee development, validation, and performance of internal credit risk models for the CCBX consumer portfolios and partner models. The role requires deep knowledge of CECL, loss forecasting, macroeconomic scenario analysis, and robust data science and statistical skills.

You’ll govern model governance, ensure data quality, and communicate with executives, auditors, and regulators.