Credit Risk Modeling Lead: CECL/CCAR Expert

U.S. Bank; Warszawa; On-site; PLN 467,000 - 700,000; Full time

Benefits offered by this job

Performance-based incentives

Education support

Career progression opportunities

Employee recognition

Job summary

U.S. Bank is seeking a senior quantitative professional to develop and implement expected loss forecasting models for CRE, C&I, or small business portfolios. You will ensure CECL/CCAR compliance while applying strong predictive modeling and banking regulation knowledge.

The role requires expertise in Python (preferred) and experience with large datasets, model validation, and communicating complex results to senior leadership. Hybrid work and relocation are possible per policy.

Qualifications

• Master's degree or PhD in a quantitative field such as computer science, data science, mathematics, or statistics.
• 5+ years of experience in credit risk modeling and industry-standard approaches (e.g. PD, LGD, EAD).
• Deep understanding of banking, financial metrics, and credit risk management.
• Knowledge of banking regulation and requirements for stress testing and credit reserves.
• Programming experience in Python (preferred) or similar statistical software (e.g. SAS, R).
• Exposure to machine learning concepts and their application in financial services.

Responsibilities

• Model Development: Develop expected loss forecasting models (PD/LGD/EAD) with best practice and document model methodology.
• Coding: Use Python, SAS, SQL, R in development and data analysis, in local and cloud environments.
• Model Review: Challenge existing models to identify weak points and improve performance.
• CCAR/CECL Submission: Support stress testing submission and CECL processes; document analyses and respond to questions.
• Transformation: Leverage automation and AI to increase efficiency and interpretability of results.

Skills

Credit risk modeling

Quantitative analysis

Programming (Python)

Data analysis

Education

Master's Degree or PhD in a quantitative field

Tools

Python

SAS

SQL

R

Job description

U.S. Bank is seeking a senior quantitative professional to develop and implement expected loss forecasting models for CRE, C&I, or small business portfolios. You will ensure CECL/CCAR compliance while applying strong predictive modeling and banking regulation knowledge.

The role requires expertise in Python (preferred) and experience with large datasets, model validation, and communicating complex results to senior leadership. Hybrid work and relocation are possible per policy.