Essential Functions / Responsibilities :
- Serve as a key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing, Capital Planning, and CECL)
- Perform in-depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks
- Support development, documentation, implementation, and monitoring of ALLL and capital stress testing models using SAS/Python or R
- Work closely within the credit organization to validate accuracy and performance of statistical models and to identify issues requiring further investigation
- Assist in development/understanding of vendor models to ensure accuracy and relevancy
- Provide independent research and analysis to support conceptual soundness of key models
- Liaise with the Synchrony Financial business teams to uncover and highlight the model risk associated with models
- Keep pace with the latest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industries to embrace change and drive improvements cross-functionally.
- Perform other duties and/or special projects as assigned
Desired Qualifications :
- Utilizing modeling techniques supporting one (or more) of the following : ALLL, Loss Forecasting Capital Planning, Stress Testing (DFAST, CCAR)
- Working knowledge in big data tools such as Hadoop HIVE, PIG, or Apache Spark as plus
- The application of regulatory requirements for Model Development (e.g. SR 11-7/OCC 2011-12)
- Ability to work in a matrix organization
- Understanding of macro-economic conditions & competitor's trends
- Exposure to R, Python & Tableau
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