U.S. Bank

Requirements

• Bachelor's degree or equivalent work experience
• Eight plus years of relevant experience
• Thorough understanding of information security systems, policies, and procedures
• Effective communication, presentation skills, leadership, problem-solving and analytical skills
• Proven collaboration and influencing skills
• Hands-on experience testing or securing AI/ML systems
• Knowledge of AI threat models and attack techniques
• Familiarity with AI platforms and tooling

Benefits

• 401k Matching
• Certification Support
• Flexible Hours
• Gym Membership
• Health Insurance
• Home Office Budget
• Learning Budget
• Paid Time Off

Skills

Requirements

• Design and implement model risk management framework
• Develop and maintain model risk management policies and procedures
• Ensure compliance with regulatory guidance on model risk management
• Provide training and communication of model risk management expectations to stakeholders
• Maintain and report on model risk management control inventory, execution, and evidence
• Oversee reporting related to model risk and model risk management program

Benefits

• 401k Matching
• Health Insurance
• Paid Time Off
• Performance Bonus
• Professional Development
• Retirement Plan

Skills

Requirements

• Three plus years of large size commercial bank working experience in risk model validation.
• Advanced experience of financial statistical modeling methods (Hazard models, Regression models, Decision Tree models, Time Series, Machine Learning, etc.)
• Related experience with Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models for CCAR and CECL.
• Working experience in CCAR and CECL estimation for both retail and wholesale portfolios, including portfolio such as Residential Mortgage, Consumer Credit Cards/Lines, Wholesale C&I, Wholesale CRE, and Small Business.
• Familiar with the bank reporting and data system.
• Have advanced ability to deal with large data and complete model validation and implementation verification process.
• Ability to write and enhance automated testing programs for model performance assessment.

Benefits

• 401k Matching
• Health Insurance
• Paid Time Off
• Performance Bonus
• Remote Work
• Retirement Plan
• Training Budget

Skills