U.S. BANK NATIONAL ASSOCIATION – $77,106.00/Year

Position requires a Masters degree in Statistics, Physics, Mathematics, Financial Engineering, or a related quantitative field or foreign equivalent degree plus 3 years of experience analyzing calculating Allowance for Credit Loss ACLs using Current Expected Credit Losses CECL methodology within risk management for a greater than 100Bn asset commercial retail bank; calculatingcritiquing CECL collective assessed CA reserve estimates given PD, LGD, EADf, commitment and outstanding; critiquing underlying PD, LGD, EADf, prepayment and payoff models and assessing reasonableness and estimating the impact on Collectively assessed ACLs; conducting CECL CA reserves QoQ analysis and root cause analysis from changes in underlying life of loan, economic forecasts, Mean Reversion and economic forecast period; with Monte Carlo simulations, linear and logistic regression, principal component analysis, support vector machine, neural network and machine learning; performing data extraction, data manipulation and calculations from an enterprise data warehouse; with python and SQL programming; and 1 year of experience must include SAS programming. Position may allow telecommuting up to 4 days a week. Background checks and fingerprinting may apply. U.S. Bancorp is the parent company of U.S. Bank National Association. For immigration purposes, U.S. Bank National Association is the successorininterest employer to MUFG Union Bank, N.A. We are filing the ETA9089 under the company name U.S. Bank National Association. The job title, work location, job duties and requirements have not changed from those listed on the 9141 submitted by MUFG Union Bank, N.A.