Senior Quantitative Credit Risk Modeler

U.S. Bank; Los Angeles (CA); On-site; USD 98,000 - 116,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) plan

Paid vacation

Sick leave

Job summary

U.S. Bank seeks a Model Developer to help build and implement expected loss forecasting models for Commercial Real Estate and Small Business portfolios.

You will ensure compliance with CECL, CCAR, and other regulatory requirements while aligning with the Bank’s risk management policies through collaboration with credit risk, corporate finance, and audit teams. The role requires strong communication of statistical methods to stakeholders, ongoing model performance monitoring, backtesting, and

Qualifications

• Bachelor’s degree in a quantitative field with 5+ years of relevant experience
• MA/MS in a quantitative field with 3+ years of related experience
• PhD in a quantitative field with <2 years of related experience

Responsibilities

• Develop credit risk models for CRE and Small Business portfolios
• Ensure alignment with risk policies, procedures, and regulatory requirements
• Communicate model functions and predictions to stakeholders for BAU integrations
• Monitor model performance with backtesting and data development

Skills

Python

SAS

Stakeholder communication

Education

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Tools

Git

Job description

U.S. Bank seeks a Model Developer to help build and implement expected loss forecasting models for Commercial Real Estate and Small Business portfolios.

You will ensure compliance with CECL, CCAR, and other regulatory requirements while aligning with the Bank’s risk management policies through collaboration with credit risk, corporate finance, and audit teams. The role requires strong communication of statistical methods to stakeholders, ongoing model performance monitoring, backtesting, and