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About the Role

This role will assist with the development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio in support of CECL, CCAR, and related internal risk management needs. This position is well-suited for someone who enjoys quantitative problem solving and wants to grow in model development within a regulated environment.

Responsibilities

• Design model development plan including model design, methodology, selection, testing, benchmarking, and documentation under guidance of senior model developers.
• Compile datasets, perform quality checks, and run standard exploratory analysis to support model development and monitoring.
• Partner with business and risk partners to understand data definitions and document changes in portfolio attributes or reporting needs.
• Help prepare routine performance metrics and summaries; flag data or performance issues for follow-up.
• Assist with preparing exhibits, tables, and written summaries used in governance, validation, and regulatory-related materials.
• Identify opportunities to streamline data pulls, reporting, and repeatable analyses using existing tools and team guidance.
• Collaborate with onshore and offshore partners to complete repeatable data and reporting tasks, following established procedures and quality checks.

Requirements

• Bachelor’s degree in a quantitative field, and 10 or more years of relevant experience OR MA/MS in a quantitative field, and six or more years of related experience OR PhD in a quantitative field, and five or more years of related experience.
• Master or Ph.D degree in a quantitative or related field (e.g., economics, finance, mathematics, statistics, engineering, computer science) or equivalent practical experience.
• 5+ years of experience in analytics, reporting, statistical analysis, or related quantitative work (financial services experience is a plus).
• Clear written and verbal communication skills, including the ability to document work and summarize results.
• Comfort working with defined controls and review processes (e.g., peer review, documentation standards, and change management).
• Ability to manage multiple tasks, meet deadlines, and maintain quality in a fast-paced environment.
• Strong interpersonal skills and ability to work effectively with partners across risk, finance, validation, and technology.
• Ability to build strong relationships with a wide range of individuals from risk, finance, model validation, technology, and regulators.
• Strong analytical and problem-solving skills, coupled with thoroughness and attention to detail.
• Ability to prioritize work, meet deadlines, work under pressure and independently while balancing multiple priorities in a dynamic and complex environment.
• Strong analytical, organizational, problem-solving, and project-management skills.
• Experience working with moderately large datasets and applying standard statistical techniques (e.g., regression, time series basics) is a plus.
• Familiarity with credit risk concepts (e.g., probability of default, loss given default) or exposure to model governance/validation processes is a plus.
• Comfort using Microsoft Excel and PowerPoint to summarize results and create clear exhibits.
• Experience writing clean, well-documented code in Python, R, SAS, or SQL.
• Basic automation or scripting exposure (e.g., simple batch jobs, scheduled tasks, or reusable notebooks) is a plus.
• Familiarity with SQL and relational databases for querying and validating data.
• Familiarity with basic version control concepts (e.g., using Git) is a plus.
• Exposure to cloud-based analytics environments (e.g., AWS or Azure) is helpful but not required.
• Interest in learning new analytics techniques and tools as the team evolves.
• Experience using standard Microsoft tools (Excel, PowerPoint, Word) to document and communicate analysis.
• Exposure to basic data visualization tools (e.g., Power BI or similar) is a plus.
• Must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.

Skills

• Quantitative analysis
• Basic predictive modeling
• Python
• R
• SAS
• SQL
• Microsoft Excel
• Microsoft PowerPoint
• Microsoft Word
• Git
• AWS
• Azure
• Power BI

Location

• U.S. Bank Location

Work Type

• Hybrid

Experience Level

• 10+ years
• 6+ years
• 5+ years

Education Level

• Bachelor's degree in a quantitative field
• MA/MS in a quantitative field
• PhD in a quantitative field
• Master or Ph.D degree in a quantitative or related field

Salary/Compensations

• $148,495.00 - $174,700.00

Benefits

• Healthcare (medical, dental, vision)
• Basic term and optional term life insurance
• Short-term and long-term disability
• Pregnancy disability and parental leave
• 401(k) and employer-funded retirement plan
• Paid vacation (from two to five weeks depending on salary grade and tenure)
• Up to 11 paid holiday opportunities
• Adoption assistance
• Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
• Incentive and recognition programs
• Equity stock purchase
• Pension

About the Company

• At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed.
• We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential.
• A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career.
• Try new things, learn new skills and discover what you excel at—all from Day One.
• We are a collaborative team that supports the bank’s credit risk management through a focus on Customer, Process, Talent, and Data.

Equal Opportunity

• U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
• U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories.
• U.S. Bank will consider qualified applicants with arrest or conviction records for employment.
• U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance.
• U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA).
• In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.