Quantitative Model Developer - Credit Risk & CECL

U.S. Bank in California is seeking a quantitative analyst to support the MDDS team within Credit Risk Administration. You will help develop, implement, and monitor expected loss forecasting models for Commercial & Industrial portfolios in CECL/CCAR contexts.

This role emphasizes data preparation, reproducible analyses, and clear communication with risk, finance, model validation, and audit teams while growing expertise in a regulated environment.