Senior Quantitative Model Analyst, Counterparty Credit Risk Modeling
US Bank
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How this pay compares to similar roles
This role pays less than 84% of similar roles. Most pay $121,650–$204,050 — the blue band above. At the midpoint, this role pays about $107k versus about $163k for comparable roles.
Based on 240 similar postings.
Employer
U.S. Bank (U.S. Bancorp) is the fifth-largest bank in the United States, providing retail banking, corporate and commercial banking, wealth management, and payment services to millions of customers. Industry: Banking & Financial Services
US Bank currently has 61 open roles on FindRole.
Listed pay typically runs $119,765–$140,900 across 41 roles with salary data.
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At a glance
The Quantitative Model Validation Analyst performs independent validation of market risk and capital markets models used in trading, valuation, risk measurement, and regulatory capital calculations. Working within the risk and governance framework, the analyst conducts conceptual soundness reviews, quantitative testing, and model implementation reviews for tools like VaR, xVA, and stress testing models. Key responsibilities include benchmarking, sensitivity analysis, back testing, and producing well-structured documentation aligned with regulatory expectations. The role requires proficiency in Python or similar statistical programming tools to execute regression, time series analysis, and simulation methods. Candidates must possess strong foundational knowledge of derivatives, pricing, and risk measurement. This position addresses the technical challenge of identifying model limitations and ensuring the accuracy of risk analytics across various financial products and trading strategies.
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