Senior Credit Risk Data Scientist - CECL & Stress Testing
Listed on 2026-10-15
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Finance & Banking
Data Scientist
Moraph LLC in Chicago is seeking a senior credit risk modeler to develop CECL/IFRS9 expected-credit-loss and stress-testing models, and to support validation and governance reviews. You will design scenario frameworks for capital planning and document model behavior for risk committees.
Ideal candidates have 5+ years in credit risk modeling, hands-on CECL/IFRS9/CCAR-DFAST experience, and strong Python or R skills with a solid statistical modeling background.
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This posting is for the Senior Credit Risk Data Scientist - CECL & Stress Testing role at Moraph LLC, based in Chicago, IL, United States.
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