Credit Risk Analyst (Commercial Real Estate) (multiple positions) in San Francisco, CA.

US Bank • San Francisco, CA

290d • $111,987 - $153,800 • Remote

About The Position

U.S. Bank is seeking the position of Credit Risk Analyst (Commercial Real Estate) (multiple positions) in San Francisco, CA. The role involves developing innovative solutions to support the Comprehensive Capital Analysis and Review (CCAR) and Current Expected Credit Losses (CECL) regulatory systems and risk models. The analyst will collaborate with quantitative analysts to develop the business automation workflow and stress testing system supporting the Commercial Real Estate portfolio. Responsibilities also include applying quantitative analytics and technical writing to support different model governance needs and risk management requirements, analyzing data from multiple sources, and translating data into summary reports and dashboards for management and business line partners. Additionally, the analyst will assess model risks and limitations and identify corrective actions for the code transfer process.

Requirements

• Master's degree in Data Science, Financial Technology, Statistics, Mathematics, or a related field.
• 1 year of experience as a Statistician or in a related occupation.
• Experience with financial services regulatory compliance.
• Statistical analysis and modeling experience.
• Credit risk modeling experience.
• Experience with regression techniques.
• Knowledge of parametric and non-parametric algorithms.
• Proficiency in Python, SAS, and Power BI.
• Experience with a bank, lender, or financial services company.

Responsibilities

• Develop innovative solutions to support CCAR and CECL regulatory systems and risk models.
• Collaborate with quantitative analysts to develop business automation workflow and stress testing system for Commercial Real Estate portfolio.
• Apply quantitative analytics and technical writing to support model governance needs and risk management requirements.
• Analyze data from multiple sources and translate data into summary reports and dashboards.
• Assess model risks and limitations and identify corrective actions for code transfer process.

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

What This Job Offers

• Industry: Credit Intermediation and Related Activities
• Education Level: Master's degree