Quantitative Model Analyst - Treasury

U.S. Bank • Charlotte, NC

3d • Hybrid

About The Position

Corporate Treasury, a division within the CFO group, provides executive management with accurate, timely, and comprehensive forecasts of the balance sheet and net interest income (NII). Models developed by Corporate Treasury help position the balance sheet in line with risk appetite and expectations for interest-rate risk or macroeconomic conditions, including business-as-usual and capital stress testing. The Quantitative Model Analyst builds complex statistical models covering a variety of balance sheet items for Treasury’s financial decision-making process. The role develops and maintains advanced statistical models for balance sheet forecasting and interest-rate risk analysis through a holistic process that includes estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks. It also communicates modeling approaches and results to stakeholders across the bank. Deliverables include presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures.

The role requires working from a U.S. Bank location three or more days per week. U.S. Bank offers a benefits and total rewards package intended to support team members’ health, financial security, and well-being.

Requirements

• Bachelor’s degree in a quantitative field and five or more years of relevant experience; or a master’s degree in a quantitative field and three or more years of related experience; or a Ph.D. in a quantitative field and less than two years of related experience.
• Thorough knowledge of regression techniques, parametric and non-parametric algorithms, time-series techniques, other statistical models, model validation tests and methodologies, and Python.
• Thorough data compilation, programming, and qualitative analysis skills.
• Thorough knowledge of quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches.
• Advanced understanding of applicable regulatory rules, guidance, or supervisory letters.
• Ability to manage multiple tasks across various timelines.
• Strong analytical, organizational, problem-solving, negotiation, and project management skills.
• Demonstrated independence, teamwork, and leadership skills.
• Effective interpersonal, verbal, and written communication skills.
• Work from a U.S. Bank location three or more days per week.

Responsibilities

• Develop and maintain advanced statistical models for balance sheet forecasting and interest-rate risk analysis.
• Estimate, test, document, implement, and maintain macroeconomic forecasting model frameworks.
• Communicate modeling approaches and results to stakeholders across the bank.
• Prepare model development deliverables, including presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures.

Benefits

• Healthcare (medical, dental, and 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 (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 hours worked, up to 80 hours per calendar year unless otherwise provided by law
• Incentive and recognition programs
• Equity stock purchase
• Pension

What This Job Offers

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