Quantitative Model Analyst
U.S. BankWarsaw, Masovian Voivodeship, Poland
Posted June 1, 2026
Full Time
About the Company
U.S. Bank is committed to fair, equitable, and transparent compensation practices in line with local regulatory and legal requirements.
Job Description
As a Quantitative Model Analyst, you will lead the development and implementation of expected loss forecasting models for Commercial Real Estate (CRE), Commercial Industrial (C&I), or Small Business portfolios, ensuring compliance with CECL, CCAR, and other regulatory requirements.
Requirements
- Master's Degree or PhD in a quantitative field such as computer science, data science, mathematics, or statistics
- 8 or more years of experience in credit risk modeling and industry-standard approaches (e.g. PD, LGD, EAD)
- Deep understanding of banking, financial metrics, and credit risk management
- Knowledge of banking regulation and requirements for stress testing and credit reserves
- Programming experience in Python (preferred) or similar statistical software (e.g. R, SAS)
- Experience with cloud-based tools and infrastructure (Azure or others)
- Strong analytical and problem-solving skills, coupled with thoroughness and attention to detail
- Effective interpersonal, verbal, and written communication skills
- Ability to prioritize work, meet deadlines, and work under pressure and independently while balancing multiple priorities in a dynamic and complex environment
Benefits
- Market-competitive compensation package
- Performance-based incentives
- Inclusive equitable benefits
- Continuous development opportunities
- Employee recognition programs