Senior Data Scientist, Credit Risk (CECL / Stress Testing)

Build the models banks use to set aside reserves and plan capital. You will develop the expected-credit-loss and stress-testing models behind our CECL calculator and DFAST products, to the standard examiners expect under SR 11-7.

What you'll do

• Develop and maintain CECL / IFRS 9 expected-credit-loss and stress-testing models
• Design scenario frameworks and sensitivity analysis for capital planning
• Write model documentation and support validation and champion/challenger reviews
• Work with product and client teams to explain model behavior to risk committees

What you'll bring

• 5+ years of credit risk modeling in banking, fintech or consulting
• Strong Python or R and statistical modeling skills
• Hands-on experience with CECL, IFRS 9 or CCAR/DFAST

Compensation

$190,000 – $220,000 per year.

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