AI/ML Quant — Model Risk & Validation Specialist

U.S. Bank; Minneapolis (MN); On-site; USD 120,000 - 141,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

Life insurance

Disability insurance

Retirement plan (401(k))

Paid vacation

Job summary

U.S. Bank is seeking a sharp AI/ML Quant to join the Validation Center of Excellence in Model Risk Management. You will develop benchmark AI/ML models and validate complex algorithms across marketing, fraud, credit risk and operations.

The role emphasizes independent work, collaboration, and leadership, with opportunities to influence risk-aware AI adoption and governance. This role requires working from a U.S. Bank location at least three days a week.

Qualifications

• Strong statistical modeling or computer science background and hands on model development or validation skills.
• Strong programming skills using Python packages such as Numpy, Pandas, and scikit-learn.
• Considerable knowledge of various machine learning algorithms and their applications, including Random Forest, GBM, XGBoost, deep learning, NLP, computer vision, and LLM.
• Hands-on experience designing, developing, and deploying advanced deep learning architectures, including MLPs, RNNs, CNNs, and other state-of-the-art neural network frameworks for AI applications.
• Deep expertise in Agentic AI architectures and orchestration patterns for scalable multi-agent AI systems.

Responsibilities

• Develop benchmark AI/ML models and perform activities related to model development and validation.
• Review model development documentation and conduct testing of advanced AI/ML and GenAI models.
• Communicate validation outcomes and requirements to stakeholders within the Bank.
• Contribute to R&D for AI/GenAI methodologies and use cases.
• Provide technical guidance documents and training materials.

Skills

Quantitative background

Python

Numpy

Pandas

scikit-learn

Model development

Model validation

Communication

Education

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Tools

PyTorch

TensorFlow/Keras

LangChain

Job description

U.S. Bank is seeking a sharp AI/ML Quant to join the Validation Center of Excellence in Model Risk Management. You will develop benchmark AI/ML models and validate complex algorithms across marketing, fraud, credit risk and operations.

The role emphasizes independent work, collaboration, and leadership, with opportunities to influence risk-aware AI adoption and governance. This role requires working from a U.S. Bank location at least three days a week.