Quantitative Modeling Analyst — Credit Risk (CECL)

U.S. Bank is seeking a skilled contributor to support the Model Development & Decision Science (MDDS) team within Credit Risk Administration.

You will assist with development, maintenance, and monitoring of expected loss forecasting models for the Commercial & Industrial portfolio to support CECL, CCAR, and internal risk management needs. The role involves data prep, analyses, and documentation of results, partnering with risk, finance, validation, and audit teams, and contributing to governance