Senior Data Scientist, Credit Risk (CECL / Stress Testing)
About the role
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
Nice to have
- Advanced degree in a quantitative field
- Experience supporting regulatory exams
Compensation
$190,000 – $220,000 per year
Where you land in the range depends on your experience and skills, not on how well you negotiate.
Working at Moraph
We build and operate software for credit unions, hospitals and government agencies, where a failure means a regulatory breach or a patient-safety incident. We work as one team across New York, London, Sydney, Buenos Aires, Yerevan, Mumbai, Manila and more, on the same tools and to the same standards. Everyone gets the same high-spec laptop, software and security tooling, whichever office they work from.
Moraph is an equal opportunity employer. We welcome applicants of every background and provide reasonable accommodations throughout the hiring process. Email careers@moraph.com if you need one.