U.S. Bancorp

2 weeks ago

Quantitative Model Analyst

✓ 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 and implement expected loss forecasting models for Commercial Real Estate, Commercial Industrial, or Small Business portfolios, ensuring CECL and CCAR compliance. Build PD/LGD/EAD models, document methodology and validation, and continuously improve segmentation and model performance through metric analysis and challenge. Support stress testing submissions with overlays for emerging risks and reasonableness analysis, and leverage automation/AI to improve efficiency and interpretability.

Location: Warsaw

Workplace: Onsite

Employment Type: Full time

Job Function: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Lead development and implementation of expected loss forecasting models for CRE, C&I, or small business portfolios, ensuring CECL and CCAR compliance.
•Develop PD/LGD/EAD models with documented methodology, selection evidence, and performance testing for validation and regulatory review.
•Review and revise segmentation and modeling approaches based on changes in business unit, portfolio, or economic intuition.
•Analyze model metrics (e.g., accuracy, stability), identify issues, and recommend improvements.
•Support CCAR/CECL submission activities including stress testing, portfolio analysis, overlays for emerging risks, and reasonableness analysis.

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 regulations and requirements for stress testing and credit reserves.
•Programming experience in Python (preferred) or similar statistical software (R, SAS), plus cloud experience (Azure or others).

Experience:5+ yearsCredit riskBankingFinancial services

Education:Master's

Skills:Analytical skillsProblem-solvingAttention to detailCommunicationIndependence

Tech Stack:PythonSASSQLRAzureCloud platformsPower AutomatePower AppsBashGitPower BIMachine learningRegressionEconomic factor models

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

Quantitative Model Analyst

✓ 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: Capital Markets, Trading & Quant

Seniority: Mid level

Key Responsibilities

•Lead development and implementation of expected loss forecasting models for CRE, C&I, or small business portfolios, ensuring CECL and CCAR compliance.
•Develop PD/LGD/EAD models with documented methodology, selection evidence, and performance testing for validation and regulatory review.
•Review and revise segmentation and modeling approaches based on changes in business unit, portfolio, or economic intuition.
•Analyze model metrics (e.g., accuracy, stability), identify issues, and recommend improvements.
•Support CCAR/CECL submission activities including stress testing, portfolio analysis, overlays for emerging risks, and reasonableness analysis.

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 regulations and requirements for stress testing and credit reserves.
•Programming experience in Python (preferred) or similar statistical software (R, SAS), plus cloud experience (Azure or others).

Experience:5+ yearsCredit riskBankingFinancial services

Education:Master's

Skills:Analytical skillsProblem-solvingAttention to detailCommunicationIndependence

Tech Stack:PythonSASSQLRAzureCloud platformsPower AutomatePower AppsBashGitPower BIMachine learningRegressionEconomic factor models

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