Quantitative Model Analyst

As a Quantitative Model Analyst at U.S. Bank, you will conduct independent reviews and validation of financial and risk models, ensuring their conceptual soundness and performance align with business and regulatory requirements. This role involves assessing model assumptions, methodologies, and data integrity, documenting findings, and communicating risk assessments to stakeholders.

• Validate financial and risk models, including credit risk, PD, LGD, and EAD
• Assess model conceptual soundness, performance, and implementation
• Conduct statistical and financial analysis using Python, SQL, and SAS
• Prepare formal validation reports and support model governance activities
• Communicate findings and risk assessments to model owners and management
• Experience in a regulated financial environment at a commercial bank

• No visa sponsorship is available.