Sr. Analyst - Model Risk

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Title: Sr.

Analyst – Model Risk

Role Summary/Purpose:

Support model validation initiatives related to quantitative analytic modeling with the Synchrony
Model Risk Validation team.

Essential Functions / Responsibilities:

• Validate the accuracy and performance of statistical models and identify issues requiring
further investigation, including those developed using machine learning techniques.
• Perform in-depth analysis or large data sets and assist in the review and maintenance of
relevant model and model validation documentation.
• Liaise with the retail finance business teams to uncover and highlight risk associated with
models.
• Prepare reports for senior management and retail finance business teams and facilitate
discussions on key analytics.
• Perform other duties and/or special projects as assigned
• Explore new emerging analytical tools and technologies and train the team members in
the same.

Qualifications / Requirements:

• Having 2+ years of experience in statistical modeling preferably in risk analytics model


validations position
• Bachelor’s or master’s degree in Statistics, Mathematics, Economics or related
quantitative field is required
• 2+ years of experience in statistical tools like SAS, Python, R, Advanced Excel Macros.
• Strong experience in exploring new emerging tools and technologies for the benefit of
business.
• 1+ years of experience in risk analytics in model validations is preferred.

Desired Qualifications:

• 2+ years of experience with statistical tools like SAS, Python, R, Advanced Excel Macros.
• 1+ years of experience in handling large data sets for statistical analysis / modeling and
handling large amounts of data and analyzing for trends.
• Knowledge on the application of regulatory requirements for Model Risk (e.g. SR 11 -7/OCC
2011-12) is preferred.
• 1 year of experience in development or testing in Pig, Spark, Python, or similar applications
is preferred.
• In-depth theoretical understanding and utilizing modeling techniques supporting one (or
more) of the following: Big Data
• Analytics, Machine Learning, and / or Decision Models (Behavior, Credit, Fraud, etc.)

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