B200 pilot reported engine failure inflight. Pilot returned to departure airport and landed uneventfully.

Narrative

While climbing through 17;000 ft; the left engine made a noticeable pop and a 'brrrrrrrrrrrp' noise; all that lasted an estimated 1-2 seconds. I verified the left engine had failed and we ran 'the drill.' My FO identified that we were just north of the ZZZ1 airport. I considered that option however chose returning to ZZZ as our closest suitable airport for multiple reasons. The airplane was controllable and in stable flight; we had 16;000 ft to descend; we had just left ZZZ and the strong; gusty winds were close to a direct head wind supporting a likely flaps-approach landing; we would have a control tower which could sequence us into the airport in our [priority] status and if necessary; Fire services would be available. And we are both also very familiar with ZZZ and associated procedures. We [requested priority handling] with Center and received clearance to return direct ZZZ and a lower altitude. We then ran various checklists to complete our configuration and review single-engine landing procedures. The FO also briefed our passenger twice to identify our plan and to recognize the aircraft was under control. We made a successful landing; stopped and shut down the right engine once we were clear of the runway. Fire personnel checked the aircraft and then a tug pulled us to the ramp. Suggestions: Unknown as this was a very rare event and I consider our current company procedures to be thorough.