Quantitative Model Validation: Credit Loss; Wholesale & SMB

U.S. Bank is seeking a Quantitative Model Validation Analyst to join the Wholesale and Small Business Model Validation team within Model Risk Management.

You will validate CCAR and CECL credit loss forecasting models and risk scorecards across commercial portfolios, delivering high-impact insights through rigorous analysis and clear documentation. Responsibilities include independent validation, benchmarking, and communicating findings to stakeholders and regulators, with opportunities to

We are looking to fill the Quantitative Model Validation:
Credit Loss (Wholesale & SMB) position at U.S. Bank in New York, NY, United States.

This opportunity is part of our work in Management & Operations, IT & Technology.

The advertised compensation is 105..

We aim to respond to suitable candidates as soon as possible.

Full responsibilities and requirements are described in the listing above.