Senior Credit Risk Modeling Analyst

U.S. Bank

New York (NY)

Hybrid

USD 148,000 - 175,000

Full time

6 days ago

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Benefits offered by this job

Healthcare (medical, dental, vision)

Life insurance

Disability insurance

Parental leave

Vacation time (2–5 weeks)

401(k) retirement plan

Job summary

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

You will assist with the development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio in support of CECL, CCAR, and related governance. The role emphasizes data preparation, analyses, and documenting results while partnering with risk, finance, validation, and audit teams in a regulated

Qualifications

Bachelor’s degree in a quantitative field and 10+ years of relevant experience.
MA/MS in a quantitative field, and six or more years of related experience.
PhD in a quantitative field, and five or more years of related experience.

Responsibilities

Model development: design plan including methodology, testing, benchmarking and documentation under guidance.
Data preparation and quality checks to support model development and monitoring.
Collaborate with risk, finance, validation and audit partners to document changes.
Prepare routine performance metrics and governance exhibits; summarize results clearly.
Document work for reproducibility; support governance, validation and regulatory materials.
Identify opportunities to streamline data pulls, reporting and repeatable analyses.