Hybrid Credit Risk Modeling Transformation Manager

Posted 2 months ago

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About the role

  • Quantitative Manager at U.S. Bank leading transformation initiatives in Credit Risk Model Operations. Involves designing systems and processes for model development and performance monitoring.

Responsibilities

  • Lead transformation initiatives within the Credit Risk Model Operations and Strategy team
  • Design systems and processes for model development, production, monitoring, and implementation
  • Build repeatable, standardized processes and tools for model development
  • Develop scalable tools to onboard models into production
  • Execute models for core production purposes
  • Automate systems to track and assess model performance
  • Integrate and pipeline dashboards and formatted output delivery

Requirements

  • Bachelor’s degree (MA/MS/PhD strongly preferred) and eight or more years of relevant experience
  • Four or more years of experience leading a quantitative modeling team
  • Python and SAS programming
  • Automation using Bash/shell scripting and orchestration tools like Apache Airflow
  • Relational databases, SQL query optimization
  • Code management and version control using Git
  • Cloud-based solution deployment (AWS or Azure) and containerization/orchestration tools (e.g. Docker, Kubernetes)
  • AI/ML and generative AI approaches
  • Microsoft Power Automate / Power Apps
  • PowerBI or other visualization dashboards

Benefits

  • Healthcare (medical, dental, vision)
  • Basic term and optional term life insurance
  • Short-term and long-term disability
  • Pregnancy disability and parental leave
  • 401(k) and employer-funded retirement plan
  • Paid vacation (from two to five weeks depending on salary grade and tenure)
  • Up to 11 paid holiday opportunities
  • Adoption assistance
  • Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law

Job title

Credit Risk Modeling Transformation Manager

Job type

Experience level

SeniorLead

Salary

$143,905 - $169,300 per year

Degree requirement

Bachelor's Degree

Location requirements

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