U.S. Bank
U.S. Bank
U.S. Bank este o instituție de servicii financiare cu sediul în Statele Unite, care deservește persoane fizice și companii prin servicii bancare pentru retail și companii, administrarea averilor, evaluarea creditelor și administrarea investițiilor. Compania sprijină, de asemenea, inițiativele de educație financiară și implicarea în comunitate. Conținutul său despre cariere evidențiază accentul pus pe incluziune, cultura organizațională, dezvoltarea angajaților, precum și sănătate și bunăstare. U.S. Bank este membră FDIC pentru produsele de depozit eligibile; produsele de investiții și de asigurare nu sunt asigurate de FDIC și își pot pierde valoarea.

Quantitative Model Validation Analyst, Wholesale Credit Loss

Validate wholesale and small business credit loss models at U.S. Bank, supporting CCAR stress testing and CECL compliance. Apply statistical analysis to model risk assessment and capital planning.

Descriere

  • Independently validate credit loss forecasting models for wholesale and small business portfolios in support of CCAR stress testing and CECL requirements.
  • Review model soundness, assumptions, data quality, performance measures, monitoring, and implementation.
  • Plan and conduct validation tests, including benchmarks, sensitivity analyses, and outcome analyses.
  • Evaluate model limitations, uncertainty, assumption risk, and forecast reasonableness.
  • Identify emerging risks and analyze how changing market conditions affect model performance.
  • Investigate potential model deterioration and related model risk.
  • Record validation results and communicate findings.
  • Confirm model risks are identified accurately, escalated promptly, and understood by stakeholders and regulators.
  • Contribute to stronger validation practices, more efficient processes, and the use of advanced tools and technologies.

Cerințe

  • Bachelor’s degree in a quantitative discipline plus at least five years of relevant experience; a master’s degree plus at least three years; or a PhD with less than two years of related experience.
  • Proficiency in Python, SAS, or another analytical programming language.
  • Experience with complex datasets, regression methods, and statistical diagnostic tests.
  • Strong technical writing and communication skills, with careful documentation and reporting.
  • Experience using AI tools and agents to assist with coding, research, and process efficiency.
  • Strong research and problem-solving abilities.
  • Ability to investigate complex issues, determine root causes, and develop practical business solutions.
  • Ability to work independently and with a team, manage competing priorities, and respond to urgent requests.
  • Work from a U.S. Bank office at least three days per week.
  • Ability to follow U.S. Bank policies, including its Code of Ethics and Business Conduct and workplace conduct and safety policies.

Beneficii

  • Medical, dental, and vision coverage.
  • Basic and optional term life insurance.
  • Short- and long-term disability coverage.
  • Pregnancy disability and parental leave.
  • 401(k) and employer-funded retirement plan.
  • Two to five weeks of paid vacation, based on salary grade and tenure.
  • Up to 11 paid holidays.
  • Adoption assistance.
  • Sick and Safe Leave accrual of one hour per 30 hours worked, up to 80 hours per calendar year unless applicable law provides otherwise.
  • Incentive and recognition programs.
  • Equity stock purchase plan.
  • 401(k) contributions and pension.

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