Model Validation Manager – Wholesale and Small Business Credit Loss

Lead and develop a high-performing analytics team responsible for independent validation of the Bank’s wholesale and small business credit loss forecasting models used for CCAR stress testing and CECL requirements. Oversee end-to-end validation activities, including pre-implementation validations, periodic reviews, and ongoing monitoring; drive rigorous validation analyses, challenge model design and data, and ensure clear, well-documented conclusions communicated to stakeholders with varying technical expertise. Manage remediation of model findings, ensure alignment with Model Risk Management program requirements, and collaborate with regulators and internal audit on examinations. Require extensive knowledge of regression techniques, time-series methods, SAS or similar tools, strong data and programming skills, and excellent analytical, organizational, problem-solving, negotiation, and project-management abilities. Location-focused responsibilities include working from a U.S. Bank location at Minneapolis, Chicago, Charlotte, San Francisco, or New York three or more days per week.