Credit Risk & CECL/ACL Modeling Specialist

Job Description

We are

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At Synechron, we believe in the power of digital to transform businesses for the better. Our global consulting firm combines creativity and innovative technology to deliver industry-leading digital solutions. Synechron’s progressive technologies and optimization strategies span end-to-end Artificial Intelligence, Consulting, Digital, Cloud & DevOps, Data, and Software Engineering, servicing an array of noteworthy financial services and technology firms. Through research and development initiatives in our FinLabs we develop solutions for modernization, from Artificial Intelligence and Blockchain to Data Science models, Digital Underwriting, mobile-first applications and more. Over the last 20+ years, our company has been honored with multiple employer awards, recognizing our commitment to our talented teams. With top clients to boast about, Synechron has a global workforce of 16,700+, and has 57 offices in 22 countries within key global markets.

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Our challenge

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We are seeking a credit risk professional with strong experience in CECL/ACL implementation, credit risk modeling, and portfolio analytics. Design, develop, validate, and enhance credit risk and CECL models, perform stress testing and forecasting, support regulatory compliance, and leverage AI/ML techniques to improve risk assessment and loss estimation for banking portfolios.

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Additional Information*

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The base salary for this position will vary based on geography and other factors. In accordance with law, the base salary for this role if filled within Pittsburgh, PA is $100k - $110k/year & benefits (see below). In person Interview

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The Role

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Responsibilities:

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• CECL/ACL implementation and lifetime credit loss estimation
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• Credit risk modeling: PD, LGD, EAD, scorecards, and portfolio risk analytics
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• Stress testing, scenario analysis, CCAR/DFAST frameworks
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• Model Risk Management (MRM), model validation, governance, and documentation
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• Advanced analytics, forecasting, and statistical modeling
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• Strong hands-on experience with Python, SQL, and AI/ML techniques
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• Experience in banking, lending, and regulatory risk environments
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• Exposure to IFRS9, Basel regulations, FRM, CFA, or equivalent risk experience
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Requirements:

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• Bachelor’s degree in Finance, Economics, Statistics, Mathematics, Computer Science, Data Science, Engineering, or a related field.
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• Advanced degree preferred.
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• Experience in credit risk modeling, CECL/ACL, allowance estimation, or banking risk analytics.
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• Strong knowledge of credit risk concepts, including:
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• PD, LGD, and EAD
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• Credit scoring and scorecards
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• Probability of default and loss forecasting
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• Delinquency and transition analysis
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• Portfolio segmentation
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• Recovery and prepayment behavior
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• Credit risk-adjusted returns
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• Hands-on experience with CECL/ACL methodologies and lifetime credit loss estimation.
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• Experience developing, implementing, or monitoring models for loan portfolios.
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• Strong knowledge of statistical modeling, forecasting, time-series analysis, regression, survival analysis, and scenario-based forecasting.
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• Experience with Python and SQL for data analysis, model development, automation, and reporting.
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• Familiarity with model risk management, model validation, governance, controls, and regulatory documentation.
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• Experience working with large and complex banking, lending, or financial datasets.
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• Strong understanding of banking products, lending processes, credit policy, and regulatory risk environments.
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Preferred Qualifications

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• Experience with IFRS 9, Basel regulations, CCAR, DFAST, stress testing, or regulatory capital modeling.
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• Professional certifications such as FRM, CFA, PRM, CPA, or equivalent risk or quantitative credentials.
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• Experience with machine learning techniques, including:
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• Random forests
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• Gradient boosting
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• XGBoost
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• Neural networks
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• Clustering
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• Explainable AI
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• Experience with cloud platforms, data warehouses, and analytical tools such as Snowflake, Databricks, AWS, Azure, Tableau, or Power BI.
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We offer:

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• A highly competitive compensation and benefits package.
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• A multinational organization with 60 offices in 20 countries and the possibility to work abroad.
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• 10 days of paid annual leave (plus sick leave and national holidays).
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• Maternity & paternity leave plans.
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• A comprehensive insurance plan including medical, dental, vision, life insurance, and long-/short-term disability (plans vary by region).
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• Retirement savings plans.
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• A higher education certification policy.
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• Commuter benefits (varies by region).
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• Extensive training opportunities, focused on skills, substantive knowledge, and personal development.
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• On-demand Udemy for Business for all Synechron employees with free access to more than 5000 curated courses.
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• Coaching opportunities with experienced colleagues from our Financial Innovation Labs (FinLabs) and Center of Excellences (CoE) groups.
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• Cutting edge projects at the world’s leading tier-one banks, financial institutions and insurance firms.
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• A flat and approachable organization.
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• A truly diverse, fun-loving, and global work culture.
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SYNECHRON’S DIVERSITY & INCLUSION STATEMENT

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Diversity & Inclusion are fundamental to our culture, and Synechron is proud to be an equal opportunity workplace and is an affirmative action employer. Our Diversity, Equity, and Inclusion (DEI) initiative ‘Same Difference’ is committed to fostering an inclusive culture – promoting equality, diversity and an environment that is respectful to all. We strongly believe that a diverse workforce helps build stronger, successful businesses as a global company. We encourage applicants from across diverse backgrounds, race, ethnicities, religion, age, marital status, gender, sexual orientations, or disabilities to apply. We empower our global workforce by offering flexible workplace arrangements, mentoring, internal mobility, learning and development programs, and more.

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All employment decisions at Synechron are based on business needs, job requirements and individual qualifications, without regard to the applicant’s gender, gender identity, sexual orientation, race, ethnicity, disabled or veteran status, or any other characteristic protected by law.

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