Quantitative Modeling Analyst — Credit Risk (CECL)

U.S. Bank; Charlotte (NC); On-site; USD 132,000 - 156,000; Full time

Benefits offered by this job

Healthcare

401(k)

Paid vacation

11 paid holidays

Adoption assistance

Disability insurance

Job summary

U.S. Bank is seeking a skilled contributor to support the Model Development & Decision Science (MDDS) team within Credit Risk Administration.

You will assist with development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio to support CECL, CCAR, and internal risk management needs. The role involves data prep, analyses, and documentation of results, partnering with risk, finance, validation, and audit teams, and contributing to governance

Qualifications

• Bachelor’s degree in a quantitative field with 8+ years of experience
• MA/MS in a quantitative field with 5+ years of related experience
• PhD in a quantitative field with 4+ years of related experience
• Experience with Python/R/SAS and SQL for analytics and modeling

Responsibilities

• Design model development plan with methodology, testing, benchmarking, and documentation
• Prepare data, perform quality checks, and run exploratory analyses to support model development
• Collaborate with risk, finance, model validation, and audit teams to summarize results
• Prepare routine performance metrics and governance exhibits; document changes
• Identify opportunities to streamline data pulls, reporting, and repeatable analyses
• Coordinate with onshore and offshore partners on repeatable data tasks

Skills

Quantitative analysis

Python/R/SAS

SQL

Data visualization

Attention to detail

Collaboration

Education

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Tools

Python

R

SAS

SQL

Power BI

Job description

U.S. Bank is seeking a skilled contributor to support the Model Development & Decision Science (MDDS) team within Credit Risk Administration.

You will assist with development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio to support CECL, CCAR, and internal risk management needs. The role involves data prep, analyses, and documentation of results, partnering with risk, finance, validation, and audit teams, and contributing to governance