Quantitative Model Validation Analyst, Wholesale & Small Business Credit Loss

US Bank

Confirmed live today High trust
Hybrid

Quick summary

Work type
Hybrid
Location
Minneapolis, MNNew York, NY
Salary
$105,400–$124,000 / yr
Employment
Full-time
Posted
4 days ago
Freshness
Confirmed live today
Closes
Nov 11, 2026

Market check

Salary context

Below market

How this pay compares to similar roles

Similar $152k
This role $115k
$96k $197k
below market most similar roles pay here above market

This role pays less than 77% of similar roles. Most pay $117,000–$187,125 — the blue band above. At the midpoint, this role pays about $115k versus about $152k for comparable roles.

Based on 240 similar postings.

Employer

About US Bank

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 47 open roles on FindRole.

Listed pay typically runs $119,765–$140,900 across 29 roles with salary data.

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At a glance

TL;DR · Quantitative Model Validation Analyst, Wholesale & Small Business Credit Loss

Quantitative Model Validation Analyst - Wholesale & Small Business Credit Loss The Quantitative Model Validation Analyst joins the Wholesale and Small Business Model Validation team within the Model Risk Management department. In this role, you will perform independent validation of credit loss forecasting models for CCAR and CECL requirements, as well as risk rating scorecard models across commercial portfolios. Your daily responsibilities include evaluating conceptual soundness, data reliability, and performance metrics while designing validation tests such as benchmarking and sensitivity analysis. You will identify emerging risks, research model degradation, and document findings for stakeholders and regulators. The position requires proficiency in Python, SAS, or other analytical programming languages to work with complex datasets, regression methodologies, and statistical diagnostic tests. You will also utilize AI tools and agents to support coding, research, and process efficiency.

What you'll do

  • Conduct independent validation of wholesale and small business credit loss forecasting models for CCAR and CECL requirements.
  • Evaluate model conceptual soundness, data reliability, performance metrics, and the adequacy of implementation testing.
  • Design and execute validation testing including benchmarking, sensitivity analysis, and outcome analysis.
  • Identify emerging risks and research the impact of evolving market conditions on model performance.
  • Document and communicate validation outcomes to ensure risks are accurately identified and escalated to stakeholders and regulators.
  • Support initiatives to enhance validation practices and streamline processes using advanced tools and technologies.

What we're looking for

  • Bachelor’s degree in a quantitative field and five or more years of relevant experience.
  • MA/MS in a quantitative field and three or more years of related experience.
  • PhD in a quantitative field and less than two years of related experience.
  • Master’s or Ph.D. degree in a quantitative discipline with a strong academic record (preferred).
  • Proficiency in Python, SAS, or other analytical programming languages (preferred).
  • Experience working with complex datasets, regression methodologies, and statistical diagnostic tests (preferred).
  • Strong technical writing and communication skills with attention to detail in documentation and reporting (preferred).
  • Experience leveraging AI tools and agents to support coding, research, and process efficiency (preferred).

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