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

Location and working arrangement

This role is hybrid, based in our Chicago office. You’ll need to be able to work from Chicago on a regular basis, and your team agrees its own rhythm for being together.

The application asks whether you are authorized to work in the United States or will need visa sponsorship. Sponsorship depends on the role and the country; your recruiter will be clear about what is possible before you invest time in interviews.

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. Any offer we make is within this range.

How to apply

1. ApplyAbout five minutes. You get a private link to track your application.
2. Recruiter reviewA recruiter reads every application, usually within five business days.
3. Recruiter screenA 30-minute call about your experience and what you are looking for.
4. InterviewsUsually two to three conversations with the team, including a practical exercise relevant to the role.
5. OfferPay is always within the range on the listing. We check references before you start.

You’ll need your résumé (PDF, Word (.doc or .docx), RTF or plain text, up to 5 MB) or a link to your LinkedIn profile or online résumé. Applying takes about five minutes, and you can create a candidate account to save your progress and follow every application in one place. How we hire explains each step.

Apply now

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.

Equal opportunity and accommodations

Moraph is an equal opportunity employer. We welcome applicants of every background and provide reasonable accommodations throughout the hiring process. Tell us in your application, or email careers@moraph.com. How to ask for an accommodation.