Principal Data Scientist (Credit Risk Forecasting)

Navy Federal Credit Union currently does not provide sponsorship for this role. Applicants must be authorized to work in the United States without the need for current or future sponsorship.Developing and deploying NFCU Lending CECL and credit risk predictive models, post-model adjustment, advanced analytics, and advanced statistical techniques, solutions and actionable insights that deliver business impacts. Provide independent data science, machine learning, and analytical insights using member, financial, and organizational data to support mission critical decision making for various areas of the organization. Create descriptive, predictive, and prescriptive models and insights to drive impact across the organization. Regarded as an advanced professional in the data science field. Conduct complex work under minimal supervision and with wide latitude for independent judgment. Mentor lower level staff.This position is eligible for the TalentQuest employee referral program. If an employee referred you for this job, please apply using the system-generated link that was sent to you.Navy Federal provides much more than a job. We provide a meaningful career experience, including a culture that is energized, engaged and committed; and fierce appreciation for our teams, who are rewarded with highly competitive pay and generous benefits and perks.Our approach to careers is simple yet powerful: Make our mission your passion.FORTUNE100 Best Companies to Work For 2025Yello and WayUp Top 100 Internship ProgramsComputerworld Best Places to Work in ITNewsweek Most Loved Workplaces2025 PEOPLE Companies That CareNewsweek Most Trustworthy Companies in AmericaMilitary Times 2025 Best for Vets EmployersBest Companies for Latinos to Work for 2025Forbes 2025 America’s Best Large EmployersForbes 2025 America's Best Employers for New GradsForbes 2025 America's Best Employers for Tech Workers2025 RippleMatch Campus Forward Award Winner for Overall Excellence Military.com Top Military Spouse Employers 2025 2025 Handshake Early Talent AwardFrom Fortune. 2025 Fortune Media IP Limited. All rights reserved. Used under license. Fortune and Fortune Media IP Limited are not affiliated with, and do not endorse products or services of, Navy Federal Credit Union.Equal Employment Opportunity: All qualified applicants will receive consideration for employment without regard to age, race, sex, color, religion, national origin, disability, veteran status, pregnancy, sexual orientation, genetic information, gender identity or any other basis protected by applicable law.Accommodations: If you need accommodation or assistance for a qualifying condition to complete the online application (or during any stage of the hiring process), you can contact Navy Federal's Medical Accommodations team at View email address on click.appcast.io or by calling View phone number on click.appcast.io. This team cannot provide any information on job postings or application status.Disclaimers: Navy Federal reserves the right to fill this role at a higher/lower grade level based on business need. An assessment may be required to compete for this position. Job postings are subject to close early or extend out longer than the anticipated closing date at the hiring team’s discretion based on qualified applicant volume. Navy Federal Credit Union assesses market data to establish salary ranges that enable us to remain competitive. You are paid within the salary range, based on your experience, location and market position. For additional details regarding compensation and benefits, review the Benefits page of the Navy Federal Career Site.Protect Yourself from Job Scams: Navy Federal Credit Union jobs are posted on our career site, jobs.navyfederal.org and reputable job boards (e.g., LinkedIn, Indeed). We do not post jobs on social media marketplaces, messaging apps or unverified websites. We will never ask candidates for payment, bank details or personal financial information during the hiring process.Bank Secrecy Act: Remains cognizant of and adheres to Navy Federal policies and procedures, and regulations pertaining to the Bank Secrecy Act.6+ years of experience with requisite competenciesComplete knowledge and full understanding of specializationStatistics, machine learning, data mining, data auditing, aggregation, reconciliation, and visualizationProgramming, data modeling, simulation, and advanced mathematicsPython, R, SAS, SQL, Hadoop, SPSS, Scala, AWSModel lifecycle executionTechnical writingData storytelling and technical presentation skillsResearch SkillsInterpersonal SkillsAdvanced knowledge of procedures, instructions and validation techniquesModel DevelopmentCommunicationCritical ThinkingCollaborate and Build RelationshipsInitiative with sound judgementTechnical (Big Data Analysis, Coding, Project Management, Technical Writing, etc.)Independent JudgmentProblem Solving (Identifies the constraints and risks)Bachelor's Degree in Data Science, Statistics, Mathematics, Computers Science, Engineering, or degrees in similar quantitative fieldsDesired Qualifications:Master's/PhD Degree in Data Science, Economics, Statistics, Mathematics, Computers Science, or EngineeringAdvanced knowledge of CECL reserving, credit loss forecasting, and Model Risk Management guidelines.Experience with consumer lending portfolios such as credit card, auto, secured consumer lending, unsecured consumer lending, mortgage, or home equity.Familiarity with loan-level or account-level credit loss modeling techniques, including probability of default, loss given default, exposure at default, prepayment, survival/hazard, and competing risk models.Experience implementing controlled model production processes, including version control, data validation, reconciliation, monitoring, documentation, and change management.Experience responding to Model Risk Management validation, internal audit, external audit, regulatory, accounting, or control review questions.Advanced knowledge of applicable federal and state laws, rules, and regulations that govern credit card, secured consumer lending, and unsecured consumer lending.Advanced knowledge of banking and financial industry trends, products, services, credit cycles, portfolio performance drivers, and reserve implications.Additional InformationHours: Monday - Friday, 8:00AM - 4:30PMLocation: 820 Follin Lane, Vienna, VA 221805510 Heritage Oaks Drive, Pensacola, FL 32526Contribute to the end-to-end CECL model development, implementation, execution, monitoring, documentation, and governance for consumer lending portfoliosDesign, develop, and evaluate large and complex predictive models and advanced algorithmsTest hypotheses/models, analyze, and interpret resultsDevelop actionable insights and recommendationsDevelop and code complex software programs, algorithms, and automated processesUse evaluation, judgment, and interpretation to select right course of actionWork on problems of diverse scope where analysis of information requires evaluation of identifiable factorsProduce innovative solutions driven by exploratory data analysis from complex and high-dimensional datasetsUtilize effective written and verbal communication to document analyses and present findings analyses to a diverse audience of stakeholdersDevelop and maintain strong working relationships with team members, subject matter experts, and leadersLead moderate to large projects and initiativesModel best practices and ethical AIWorks with senior management on complex issuesAssist with the development and enhancement practices, procedures, and instructionsServe as technical resource for other team membersMentor the junior team members, providing guidance on both credit risk forecasting and financial performance assessments to develop talent and enhance organizational capabilities.Full timePosting Date: 2026-09-21