Macro Data Analytics Reporting Analyst - Operations

U.S. Bank • Chicago, IL

3d • Hybrid

About The Position

Shape the Future of Macro Markets Through Data 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 Macro product teams 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. We are seeking a highly skilled and experienced Derivatives Data Analytics Reporting Analyst who has a passion for financial markets and data analysis. The ideal candidate will have in-depth knowledge of Rates and FX financial markets and hands-on experience working closely with a Rates or FX Trading Desk or relevant experience in the areas of Market Data and Risk Analytics, Valuation, Quantitative Modeling and Regulative Reporting. In addition, the candidate should have a good understanding of various derivatives products, including swaps, basis swaps, cap/floor, and swaption. Proficiency in risk reporting and familiarity with option Greeks (VEGA, DELTA, GAMMA, THETA) is desired. Strong troubleshooting skills and technical knowledge in Python, VBA and R are highly desirable.

Requirements

• Bachelor's degree in a related field, or equivalent work experience
• Six to eight years of statistical and/or data analytics experience
• Candidates must be U.S. Citizens and not hold any type of Visa.

Nice To Haves

• Master's degree in STEM (Science, Technology, Engineering or Math) or Finance or Analytic Finance or Financial Engineering, or equivalent work experience
• Strong analytical and problem-solving skills.
• Excellent troubleshooting skills and ability to resolve complex issues related to derivatives products.
• Technical proficiency in Python, VBA and R is highly desirable.
• Experience with cross-asset trading systems such as Calypso, Wall Street Systems (ION).
• Experience with derivatives products, including swaps, basis swaps, cap/floor, and swaption.
• Experience in risk attribution and analytics with deep understanding of option Greeks (VEGA, DELTA, GAMMA, THETA).
• Excellent communication and interpersonal skills.
• Ability to work effectively in a fast-paced and dynamic environment.
• Strong attention to detail and ability to meet deadlines.
• Professional certifications in relevant areas (e.g., CFA, FRM) are a plus.

Responsibilities

• Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products, utilizing cross asset trading systems (Calypso) to analyze and manage the portfolio’s exposure and risk.
• Create market data and risk analytics, Profit and Loss calculation, and develop pricing and risk models.
• Design and develop complex models and tools to meet business and regulatory reporting requirements.
• Support the Macro Middle Office operation functions
• Stay updated with industry trends and regulatory changes related to interest rate derivatives.
• Collaborate with stakeholders to identify and implement improvements in derivative trading operation.
• Collaborate with stakeholders to understand business requirements and translate them into technical solutions to support the growth and expansion of the MACRO markets.
• Collaborate with internal teams to troubleshoot and resolve any issues related to financial derivatives.

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

• Job Type: Full-time
• Career Level: Mid Level