Formally speaking, a conviction will attach once a defendant is found guilty by a trial court. Even while one or more appeals may be ongoing, it is accurate to describe the defendant as convicted. The status of a federal conviction sticks until such time the conviction is judicially overturned by a successful appeal, or when pardoned by the executive. But not clemency, which is a reduction in the penalty by the executive, but retains the conviction.
A person who has their conviction overturned or pardoned can no longer be accurately described as convicted. Although colloquially, it's unclear if "ex-convict" is an acceptable description or not.