Quantitative Model Validation Analyst

U.S. Bank

. Perform independent validation of market risk and capital markets models used in trading, valuation, risk measurement, and regulatory capital calculations .

Posted 10/9/2026full-timeUnited StatesMid-LevelSenior💰 $98,175 - $115,500 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in market risk and capital markets model validation, including quantitative testing and regulatory compliance. Proficient in statistical modeling techniques and effective communication with cross-functional teams.

Highest-signal resume keywords

Market Risk ConceptsQuantitative Modeling TechniquesModel Validation MethodologiesPython ProficiencyDerivatives Pricing Methods

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Statistical ModelingRegression AnalysisTime Series AnalysisSimulation TechniquesSensitivity AnalysisBack TestingStress TestingOutcomes AnalysisModel Implementation ReviewModel Performance Evaluation

Soft Skills

Analytical SkillsOrganizational SkillsProblem-Solving SkillsNegotiation SkillsProject Management SkillsTeamworkLeadership SkillsInterpersonal CommunicationVerbal CommunicationWritten Communication

Industry Keywords

Capital MarketsRegulatory ExpectationsFinancial ProductsTrading StrategiesModel LimitationsCompensating ControlsU.S. Bank PoliciesCode of EthicsBusiness ConductWorkplace Conduct

Tech Stack

Tools & technologies

Python

About the role

Key responsibilities & impact

Perform independent validation of market risk and capital markets models used in trading, valuation, risk measurement, and regulatory capital calculations
Conduct conceptual soundness reviews referencing financial theory and market practice
Execute quantitative testing, including benchmarking, sensitivity analysis, back testing, stress testing, and outcomes analysis
Review model implementation and controls
Evaluate ongoing model performance and monitoring processes
Identify and track model limitations, compensating controls, and overlays
Produce model validation documentation aligned with internal standards and regulatory expectations
Deliver validation reports, presentations, test results, code documentation, monitoring report reviews, and related procedures
Work closely with model developers, risk managers, and governance teams while maintaining independent challenge and escalating material model risks
Support responses to regulatory exams, internal audit, and supervisory findings

Requirements

What you’ll need

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
Strong foundational knowledge of market risk and capital markets concepts, including derivatives, pricing, and risk measurement
Experience with statistical and quantitative modeling techniques (regression, time series analysis, simulation, parametric/non parametric methods)
Familiarity with model validation methodologies and regulatory expectations (SR 26-2, OCC 2026-13)
Proficiency in Python or similar statistical/programming tools used for validation and testing
Understanding of financial products and trading strategies across one or more asset classes
Ability to manage multiple tasks across various timelines
Strong analytical, organizational, problem-solving, negotiation, and project management skills
Demonstrated independence, teamwork and leadership skills
Effective interpersonal, verbal and written communication skills
Preference given to applicants with derivative pricing methods and quantitative risk management experience
Must be able to work from a U.S. Bank location three or more days per week
Position is not eligible for visa sponsorship
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies

Benefits

Comp & perks

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
Incentive and recognition programs
Equity stock purchase
401(k) contribution and pension