Quantitative Risk Modeling Analyst-Commercial & Industrial

US Bank; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

U.S. Bank in New York seeks a senior contributor for the Model Development & Decision Science team within Credit Risk Administration to support development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio, in support of CECL, CCAR, and internal risk management needs.

You will prepare data, run analyses, and document results. You will partner with risk, finance, model validation, and audit teams to provide clear summaries and reproducible

Qualifications

• Bachelor's degree in a quantitative field with eight or more years of relevant experience.
• MA/MS in a quantitative field with five or more years of related experience.
• PhD in a quantitative field with four or more years of related experience.

Responsibilities

• Support model development for Commercial & Industrial credit risk, preparing data and running analyses.
• Document results with clear summaries and reproducible code for governance and regulatory materials.
• Collaborate with risk, finance, model validation, and audit partners to understand data definitions and portfolio attributes.

Skills

Quantitative analysis

Python

R

SAS

SQL

Communication

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

Job description

U.S. Bank in New York seeks a senior contributor for the Model Development & Decision Science team within Credit Risk Administration to support development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio, in support of CECL, CCAR, and internal risk management needs.

You will prepare data, run analyses, and document results. You will partner with risk, finance, model validation, and audit teams to provide clear summaries and reproducible