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 these tools for statistical analysis, querying relational databases, and managing 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.
• 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.

Desired Characteristics

• 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.