Senior Quantitative Model Architect – Credit Risk Analytics

Relha LLC; New York (NY); On-site; USD 148,000 - 175,000; Full time

Benefits offered by this job

Life insurance

Disability insurance

401(k) retirement plan

Paid vacation

Paid holidays

Sick leave

Job summary

U.S. Bank seeks a quantitative professional to support the MDDS team within Credit Risk Administration. You will help develop, maintain, and monitor expected loss models for the Commercial & Industrial portfolio, supporting CECL, CCAR, and related risk needs.

You will collaborate with risk, finance, model validation, and audit teams, delivering clear summaries, well-organized materials, and reproducible code to guide governance and decisions.

Qualifications

• Bachelor’s degree in a quantitative field with extensive experience.
• Graduate degrees preferred for advanced analytics roles.
• Experience communicating results to diverse audiences.

Responsibilities

• Data preparation and analysis: compile datasets, perform quality checks, and run standard exploratory analyses.
• Partner with risk and finance teams to document data definitions and reporting needs.
• Prepare routine performance metrics and governance exhibits.

Skills

Quantitative analysis

Programming in Python/R/SAS

SQL querying

Attention to detail

Communication skills

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 seeks a quantitative professional to support the MDDS team within Credit Risk Administration. You will help develop, maintain, and monitor expected loss models for the Commercial & Industrial portfolio, supporting CECL, CCAR, and related risk needs.

You will collaborate with risk, finance, model validation, and audit teams, delivering clear summaries, well-organized materials, and reproducible code to guide governance and decisions.