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Job Opportunity: Manager – Model Risk(L 09):Synchrony Financial

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Synchrony Financial

 

Manager – Model Risk(L 09)

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Job detail
Listing ID: 1800002248

function Summary/Purpose:

A critical new function Manager, Risk Model Validation, will be responsible in supporting model validation initiatives related to quantitative analytic modeling with the Synchrony Model Governance and Validation team.

Essential Job responsibilities:
   » Serve as a key contributor and lead analyst supporting independent model validation for various models (Credit, Finance, ALLL, Loss Forecasting, Stress Testing, etc);
   » Lead the review and maintenance of significant model and model validation documentation, perform in depth analysis on large data sets, and prepare analysis and reports to support discussions on key analytics and model risks;
   » Work closely within the Risk organization to validate accuracy and performance of statistical models and to identify issues requiring further investigation;
   » Validate external vendors' models to ensure accuracy and relevancy;
   » Provide independent model review and validation services and support across functions at Synchrony Financial;
   » contact with the Synchrony Financial business teams to uncover and highlight model risk connected with models; and
   » Keep pace with the latest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industries in order to provide expert guidance to the Synchrony Financial functions.
   » Embrace change and drive improvements cross-functionally.
   » Perform other tasks and/or special projects as assigned
   » Work on a number of different projects simultaneously, of varying complexity and length.
   » Proactively manage efforts to maintain stakeholder satisfaction, and quantify project benefits delivered
Qualifications/Requirements:
   »Masters or Ph.D. in Mathematics/Statistics, Operations Research, Economics, or other quantitative majors, or equivalent practice beyond Bachelors degree with minimum of 8 years of work practice in the significant field.
   »5+ years of practice in statistical modeling risk analytics position.
   »3+ years' practice in coding with SAS, SQL, R or other equivalent tool within the recent 5 years
   » Strong written/oral communication expertise.
   » Understand the criteria or mandatory expertise required for the function, before applying
   » Inform your Manager or HRM before applying for any function on Workday.
   » Ensure that your Professional Profile is updated (fields such as Education, Prior practice, Other expertise) and Information technology is mandatory to upload your updated resume (Word or PDF format)
   » Those who are on Formal/Final Formal Corrective or PIP are not eligible to apply
   » Employees who have completed 18 months in SYF and 12 months in current function are only eligible
   » Last performance rating should be at least Strong Contributor/Critical Talent
Desired Characteristics:
   » Working knowledge in big data tools such as Hadoop HIVE, PIG or Apache Spark as plus;
   » The application of regulatory requirements for Model Risk (e.g. SR 11-7/OCC 2011-12); and
   » Utilizing modeling techniques supporting one (or more) of the following: Capital Planning, Stress Testing (DFAST,CCAR), ALLL, or Loss Forecasting.
   » capability to work in a matrix organization
   » knowledge of macro-economic conditions & competitors trends
   » Exposure to R, Python & Tableau
Grade/Level: 09

Job Information
   » Job location: Hyderabad, Indiana, United States
   » Listing ID: 42272649
   » Published: July 11, 2018
   » Position Title:Manager – Model Risk(L 09)
   » Employer's nameSynchrony Financial
   » Listing Function:Accounting/Finance

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Skills:

Job Category: Other [ View All Other Jobs ]
Language requirements:
Employment type:
Salary: Unspecified
Degree: Unspecified
Experience (year): Unspecified
Job Location: Hyderabad, Indiana
Company Type Employer
Post Date: 07/11/2018 / Viewed 1 times
Contact Information
Company: Synchrony Financial


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