Quantitative Model Validation Analyst – Credit Risk

U.S. Bank

Multiple Locations
Base: $105,400.00 - $124,000.00; bonus/equity: not...
Statistical modeling methods
Risk model validation experience
Ccar and cecl knowledge
This role will be part of a highly visible and dynamic quantitative risk function within U.S. Bank that leads Stress Testing and Current Expected Credit Losses estimations

Job Summary

  • This role will be part of a highly visible and dynamic quantitative risk function within U.S. Bank that leads Stress Testing and Current Expected Credit Losses estimations.
  • The primary duty of the job is to create, validate, test, document, implement and oversee usage of complex statistical models.
  • U.S. Bank offers a comprehensive benefits package designed to help you and your family boost your health and protect your financial security.

Matching Summary

This role will be part of a highly visible and dynamic quantitative risk function within U.S. Bank that leads Stress Testing and Current Expected Credit Losses estimations.

Salary

Base: $105,400.00 - $124,000.00; Bonus/Equity: Not specified; Benefits: Comprehensive benefits package

Skills & Requirements

Must-have

  • Statistical modeling methods
  • Risk model validation experience
  • CCAR and CECL knowledge

Nice-to-have

  • Strong communication skills
  • Relationship building abilities
  • Financial industry experience

Key Requirements

  • Bachelor’s degree in a quantitative field
  • Three plus years of relevant experience
  • Advanced programming skills in Python, SAS, R, SQL

Work Rights

Not specified

Tailored Resume

Cover Letter