Quantitative Model Validation: Credit Loss (Wholesale & SMB)

U.S. Bank; New York (NY); Presencial; USD 105.000 - 124.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Healthcare (medical, dental, vision)

Life insurance

Short-term and long-term disability

Parental leave

Descripción de la vacante

U.S. Bank is seeking a Quantitative Model Validation Analyst to join the Wholesale and Small Business Model Validation team within Model Risk Management.

You will validate CCAR and CECL credit loss forecasting models and risk scorecards across commercial portfolios, delivering high-impact insights through rigorous analysis and clear documentation. Responsibilities include independent validation, benchmarking, and communicating findings to stakeholders and regulators, with opportunities to

Formación

• Bachelor’s degree in a quantitative field with 5+ years of experience or MA/MS with 3+ years, or PhD with <2 years of experience.
• Proficiency in Python, SAS, or other analytical programming languages.
• Experience with complex datasets, regression methodologies, and statistical diagnostic tests.

Responsabilidades

• Conduct independent validation of wholesale and small business portfolio credit loss forecasting models for CCAR and CECL.
• Evaluate model soundness, data reliability, performance metrics, monitoring, and testing adequacy.
• Design and execute validation testing, including benchmarking, sensitivity, and outcome analyses.
• Identify emerging risks and assess impact of market conditions on model performance.
• Document and communicate validation outcomes to stakeholders and regulators.

Conocimientos

Python

SAS

Data analysis

Communication

Independent work

Educación

Bachelor’s degree in quantitative field

MA/MS in quantitative field

PhD in quantitative field

Descripción del empleo

U.S. Bank is seeking a Quantitative Model Validation Analyst to join the Wholesale and Small Business Model Validation team within Model Risk Management.

You will validate CCAR and CECL credit loss forecasting models and risk scorecards across commercial portfolios, delivering high-impact insights through rigorous analysis and clear documentation. Responsibilities include independent validation, benchmarking, and communicating findings to stakeholders and regulators, with opportunities to