Validates, tests, documents, and oversees usage of complex statistical Treasury Risk and Pre-provision Net Revenue (PPNR) models. Regularly reviews model monitoring reports. The models may cover a variety of products or services, however, most models are used as part of the financial decision making process though regulatory stress testing. Specific results focus on documenting the creation and/or testing of advanced statistical models and communicating such models to stakeholders within the Bank. Deliverables include the creation of model validation documentation such as: presentations, written validation and annual review reports, and related code reviews, review and closure of issues and findings, etc. Basic Qualifications- Bachelor’s degree in a quantitative field, and five or more years of relevant experience. OR- MA/ MS in a quantitative field, and three or more years of related experience. OR- PhD in a quantitative field, and less than two years of related experience. Preferred Skills/ Experience- Strong statistical modeling or model validation background based on technical training or advanced education in a quantitative field- Strong knowledge of various regression techniques, times series techniques, parametric and non-parametric models, and other statistical models, various model validation tests/methodologies, using Python, R, SAS, or similar statistical package- Strong data compilation, coding skills, qualitative analysis skills, and knowledge of SQL- Advanced knowledge of quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches- Demonstrated independence, team work and leadership skills- Strong project management skills- Excellent written and verbal communication skills. LOCATION EXPECTATIONS: This role requires working from a U.S. Bank Location three (3) or more days per week. If there’s anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants.