U. S. Bank
Finance
ModelValidationManager
Neural analysis suggests this role is
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“Model Validation Manager at U. S. Bank. Skills: Model Validation, Credit Loss Forecasting, CCAR, CECL. Lead analytics team for model validation. Oversee end-to-end model validation activities”
What You'll Achieve.
Deliver high-impact insights; Drive corrective actions; Ensure timely remediation
Industry & Context.
Problem-solving skills
Work from a U. S. Bank location three (3) or more days per week, Comply with U. S. Bank policies and procedures
What They're Looking For.
Must Have
Bachelor's degree, nine or more years of relevant experience, Five or more years of experience leading a quantitative modeling team
Nice to Have
MA/MS/PhD, Extensive knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using SAS or similar statistical package, Advanced data compilation, programming skills, qualitative analysis skills, Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, risk management approaches, Thorough knowledge of applicable regulatory rules, guidance, or supervisory letters, In depth knowledge of Bank products and services, Demonstrated independence, teamwork, leadership skills, analytical skills, organizational skills, problem-solving skills, negotiation skills, project management skills, Excellent interpersonal skills, Excellent verbal communication skills, Excellent written communication skills
What You'll Do.
Lead analytics team for model validation
Oversee end-to-end model validation activities
Ensure rigorous execution of validation analyses
Review and approve validation deliverables
Identify model risks and findings
Manage validation execution against plan
Engage and partner with business stakeholders
Manage internal audits and regulatory examinations
How You'll Work.
Team & Collaboration
Partner with senior and executive stakeholders; Engage and partner with business stakeholders; Maintain independent and credible challenge
Communication Scope
Communicate effectively to stakeholders; Clearly articulate validation analyses; Address supervisory feedback
Process & Methodology
Manage validation execution against plan, Resource allocation, Prioritization, Quality control, Project management
Full Job Description
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at—all from Day One. ## **_Job Description_** U.S. Bank is seeking an experienced Model Validation Manager to lead validation efforts for our Residential Mortgage and Retail Credit Loss Forecasting models. This role reports to the Director of Credit, Compliance, and Financial Crimes Model Validation within Model Risk Management, part of the Bank’s Risk Management and Compliance organization. This highly visible leadership position operates at the intersection of credit risk, capital planning, and regulatory oversight, partnering closely with senior and executive stakeholders across the Bank. You will lead and develop a team responsible for validating and overseeing a large, complex inventory of CCAR and CECL credit loss forecasting models across consumer portfolios. These models are foundational to enterprise credit risk assessment, loss forecasting, reserving, and capital planning—offering a unique opportunity to deliver high‑impact insights through rigorous analysis, clear documentation, and strong stakeholder engagement. **Key Responsibilities** * Lead and develop a high‑performing analytics team responsible for independent validation of the Bank’s residential mortgage and retail portfolio credit loss forecasting models supporting CCAR stress testing and CECL requirements. * Oversee end‑to‑end model validation activities, including pre‑implementation validations, periodic reviews, and ongoing monitoring, providing effective challenge to model design, m
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