U.S. Bank has an opening for this position. Description - Assist U.S. Bank Corporate Treasury Teams, with developing, enhancing, implementing and maintaining statistical models used for operational risk capital and CCAR stress testing process. This involves helping develop leading model methodologies and applying those methodologies to build robust statistical models for quantifying tail risk, and the relevant model components. The modeler will also provide input to the framework for model development, including academic and industry principles and standards, ensuring understanding, acceptance and mitigation of risks from the use of models, and the corresponding roles and responsibilities. If interested, contact Karen Gulliver at Protected content .