Senior Analyst, Credit Operations Modeling

Role Summary/Purpose

Synchrony's Credit and Capital Management group is seeking a data scientist / credit risk modeling professional experienced with executing, maintaining, and developing models under relevant regulatory guidance (SR 11-7 / OCC 2011-12, CECL, CCAR, DFAST).

About the role

This role is part of Credit and Capital Management, in the Reserves & Loss forecasting team. The role requires demonstrated expertise with data, statistical analysis, and model development, as well as programming skills (Python/Pandas, Spark, Hadoop, SQL, Linux).

Responsibilities

• Plan and execute models in the production Reserves and Loss Forecasting process with a focus on CECL, as well as allied quantitative estimates such as recoveries and scenario management and stress testing.
• Maintain model data input monitoring, production controls, and output analytics including results analysis along with robust documentation of key facets.
• Support quarterly review process and quarter closing activities, as well as contribute to effective process controls as peer reviewer.
• Drive understanding of drivers and provide narrative support for the assumptions, rationale, and projections to model owners and sponsors.
• Aid management of models through their lifecycle, from development phase through to implementation into production and outline enhancements for evaluation and future model releases.
• Collaborate with other cross-functional teams – Forecasting, Reserve and Stress Testing/Capital Management teams, Model Development, Data Governance, Finance, Collections and Controllership.

Requirements

• Bachelor's degree with quantitative underpinning (i.e., Data Science, Computer Science, Risk, Accounting, Business, Economics, Finance, Mathematics, Statistics, Engineering) and 5+ years of experience in Programming / Analytics.
• 9+ years of experience in Risk, Credit, Finance, Accounting or Consumer Lending.
• 5+ years’ experience demonstrating strong programming skills in SQL, Python, Spark with proven hands-on experience utilizing using SQL, Python, Spark, Linux, to perform statistical analysis, query relational databases, and manage large amounts of data.

Qualifications

• Excellent time management with ability to manage multiple competing initiatives and deliver results within deadlines with accuracy and attention to detail.
• Experience in process improvement, project management or change management.
• Familiarity with Model Governance trends/developments across the banking sector, especially as related to credit card or consumer lending (SR11-7).
• Strong communication skills to facilitate complex discussions in productive and collaborative manner.
• Positive mindset under tight timelines and critical deliverables.
• Experience with Linux, HDFS and AWS to collaborate and operate in a cloud computing environment.

Benefits

The salary range for this position is $85,000.00 - $140,000.00 USD Annual and is eligible for an annual bonus based on individual and company performance. Actual compensation offered within the posted salary range will be based upon work experience, skill level or knowledge. Salaries are adjusted according to market in CA, NY Metro and Seattle.

Pay

$85,000.00 - $140,000.00 USD Annual

Schedule

Flexible work arrangements are available.