Synchrony's Credit and Capital Management group is looking for a credit risk modeling professional experienced with executing and maintaining models under the relevant regulatory guidance (SR 11-7/OCC 2011-12,CECL,CCAR,DFAST). This role is part of Credit and Capital Management,in the forecasting team. The role requires demonstrated expertise with statistical analysis and programming skills (Python/Pandas,Spark,Hadoop,SQL,SAS).
As lead analyst the role provides analytical input to development of estimates of Credit and Fraud Losses and required Capital by executing complex models. This role analyses trends and drivers of changes across the entire portfolio and all products. The lead analyst will coordinate estimation of impacts and forecasting of trends to augment model outcomes. The lead analyst will collaborate across different functions in Credit & Capital Management,with IT and model development to manage model enhancements...