U.S. Bancorp

2 weeks ago

Credit Risk Modeling Expert

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Develop expected loss forecasting models for Commercial Real Estate, Commercial & Industrial, or Small Business portfolios, ensuring CECL/CCAR regulatory compliance. Build and validate PD/LGD/EAD models with documented methodology, performance testing, and segmentation updates. Code and analyze using Python, SAS, SQL, and R, leveraging Azure/cloud environments. Support stress testing submissions, perform overlays and reasonableness analysis, and challenge existing models to improve accuracy, stability, and interpretability.

Location: Warsaw

Workplace: Onsite

Employment Type: Full time

Job Function: Banking, Lending & Credit

Seniority: Mid level

Key Responsibilities

•Develop expected loss forecasting models for CRE, C&I, or small business portfolios, ensuring CECL/CCAR and other regulatory compliance.
•Create and document PD/LGD/EAD model methodology, selection evidence, and performance testing for validation and regulatory review.
•Review and update segmentation and modeling approaches based on business/portfolio changes and economic intuition; analyze metrics and recommend improvements.
•Code and run development/analysis using Python, SAS, SQL, and R across local and cloud environments (Azure or others).
•Provide support for CCAR/CECL submissions, including stress testing documentation, overlays for emerging risks, reasonableness analysis, and timely responses to regulators and senior management.

Key Requirements

•Master's Degree or PhD in a quantitative field such as computer science, data science, mathematics, or statistics.
•5+ years of experience in credit risk modeling using industry-standard approaches (PD, LGD, EAD).
•Deep understanding of banking, financial metrics, and credit risk management.
•Knowledge of banking regulation and requirements for stress testing and credit reserves.
•Programming experience in Python (preferred) or similar statistical software such as SAS or R.

Experience:5+ years

Education:

Skills:Analytical skillsProblem-solvingAttention to detailCommunication

Tech Stack:PythonSASSQLRAzureGit

Company Brief

U.S. Bancorp

U.S. Bancorp is the parent company of U.S. Bank, providing consumer, business, and institutional banking services including lending, payments, treasury management, wealth management, and merchant solutions across the United States.

Industry: Banking

Company Size: Enterprise (1,001+ employees)

Revenue: USD 1B+

Growth: Public Company

Valuation: Public Company (Market Cap in USD)

Funding: IPO / Publicly Listed

Headquarters: Minneapolis, United States

Founded: 1863

Glassdoor: 3.8

Website LinkedIn Glassdoor

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U.S. Bancorp

2 weeks ago

Credit Risk Modeling Expert

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI

Last checked: 8 hours agoStatus: Live

Job Summary

Location: Warsaw

Workplace: Onsite

Employment Type: Full time

Job Function: Banking, Lending & Credit

Seniority: Mid level

Key Responsibilities

•Develop expected loss forecasting models for CRE, C&I, or small business portfolios, ensuring CECL/CCAR and other regulatory compliance.
•Create and document PD/LGD/EAD model methodology, selection evidence, and performance testing for validation and regulatory review.
•Review and update segmentation and modeling approaches based on business/portfolio changes and economic intuition; analyze metrics and recommend improvements.
•Code and run development/analysis using Python, SAS, SQL, and R across local and cloud environments (Azure or others).
•Provide support for CCAR/CECL submissions, including stress testing documentation, overlays for emerging risks, reasonableness analysis, and timely responses to regulators and senior management.

Key Requirements

•Master's Degree or PhD in a quantitative field such as computer science, data science, mathematics, or statistics.
•5+ years of experience in credit risk modeling using industry-standard approaches (PD, LGD, EAD).
•Deep understanding of banking, financial metrics, and credit risk management.
•Knowledge of banking regulation and requirements for stress testing and credit reserves.
•Programming experience in Python (preferred) or similar statistical software such as SAS or R.

Experience:5+ years

Education:

Skills:Analytical skillsProblem-solvingAttention to detailCommunication

Tech Stack:PythonSASSQLRAzureGit

Company Brief

U.S. Bancorp

Industry: Banking

Company Size: Enterprise (1,001+ employees)

Revenue: USD 1B+

Growth: Public Company

Valuation: Public Company (Market Cap in USD)

Funding: IPO / Publicly Listed

Headquarters: Minneapolis, United States

Founded: 1863

Glassdoor: 3.8

Website LinkedIn Glassdoor