Remote-Eligible Quantitative Risk Model Analyst

U.S. Bank; United States; Remote; USD 98,000 - 173,000; Full time

Benefits offered by this job

Healthcare

Life insurance

Disability

Paternity/maternity leave

401(k)

Paid vacation

Paid holidays

Adoption assistance

Sick leave

Job summary

U.S. Bank in Cupertino, California seeks a Quantitative Model Analyst to validate and review financial and risk models across credit and related areas.

You will assess model soundness, performance, data integrity, and governance while preparing formal reports for stakeholders. The role requires a Master’s in Statistics or Mathematics and hands-on experience with Python, SQL, SAS and BI tools; CCAR/CECL support and regulatory documentation are part of daily work.

Qualifications

• Master’s degree in Statistics or Mathematics.
• 1 year of experience as Quantitative Model Analyst or related.
• Experience with PD, LGD, and EAD credit risk models.
• Proficiency in Python, SQL, SAS; Tableau/Power BI exposure.

Responsibilities

• Validate and review financial and risk models used in business decision-making.
• Prepare formal validation reports and governance documentation.
• Communicate validation results and risk assessments to stakeholders.

Skills

Statistical modeling

Credit risk models

Python

SQL

SAS

Tableau

Power BI

Regulatory reporting

Model governance

Time series analysis

Education

Master's degree in Statistics or Mathematics

Tools

Python

SQL

SAS

Tableau

Power BI

Job description

U.S. Bank in Cupertino, California seeks a Quantitative Model Analyst to validate and review financial and risk models across credit and related areas.

You will assess model soundness, performance, data integrity, and governance while preparing formal reports for stakeholders. The role requires a Master’s in Statistics or Mathematics and hands-on experience with Python, SQL, SAS and BI tools; CCAR/CECL support and regulatory documentation are part of daily work.