Senior Quantitative Model Validator

U.S. Bank; Minneapolis (MN); Presencial; USD 98 000 - 116 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Healthcare (medical, dental, vision)

Paid vacation

401(k) and employer-funded retirement

Resumo da oferta

U.S. Bank seeks an experienced model validator to independently validate market risk and capital markets models used for trading, valuation, risk measurement, and regulatory capital calculations.

You will conduct conceptual soundness reviews, quantitative testing, and monitoring of model performance in coordination with risk managers and governance teams. The role requires collaboration across developers and risk teams, strong quantitative skills, and familiarity with regulatory expectations.

Qualificações

• Strong foundation in market risk and capital markets concepts
• Experience with quantitative modeling techniques (regression, time series, simulation)
• Familiarity with model validation methodologies and regulatory expectations (SR 26-2, OCC 2026-13)

Responsabilidades

• Perform independent validation of market risk and capital markets models used in trading, valuation, risk measurement, and regulatory capital calculations
• Conduct conceptual soundness reviews, quantitative testing, and model implementation reviews
• Evaluate ongoing model performance and monitoring processes
• Identify and track model limitations, compensating controls, and overlays
• Prepare validation documentation aligned with internal standards and regulatory expectations

Conhecimentos

Analytical skills

Regulatory knowledge

Communication

Leadership

Project management

Formação académica

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Ferramentas

Python

Descrição da oferta de emprego

U.S. Bank seeks an experienced model validator to independently validate market risk and capital markets models used for trading, valuation, risk measurement, and regulatory capital calculations.

You will conduct conceptual soundness reviews, quantitative testing, and monitoring of model performance in coordination with risk managers and governance teams. The role requires collaboration across developers and risk teams, strong quantitative skills, and familiarity with regulatory expectations.