U.S. Bank is seeking a Quantitative Model Validation Analyst within Risk Management to independently validate macroeconomic forecasting models used in CCAR, CECL, and capital planning.
You will challenge model assumptions, estimation techniques, and scenario design, ensuring compliance with regulatory guidance and internal standards. You will collaborate with model owners, developers, finance, and audit, translating complex quantitative concepts for diverse stakeholders and documenting
#J-18808-LjbffrIndependent Quantitative Model Validator in chicago at Unknown Company
This position is listed as full time and onsite.