Quantitative Model Analyst - Treasury
About The Position
Corporate Treasury, within the CFO group, provides executive management with accurate, timely, and comprehensive forecasts of the balance sheet and net interest income. Its models help position the balance sheet in line with risk appetite and expectations for interest-rate changes or macroeconomic conditions, including business-as-usual and capital stress testing. The team seeks a decisive, results-oriented quantitative analyst to build complex statistical models covering a variety of balance-sheet items and supporting Treasury financial decisions. The analyst develops and maintains advanced statistical models for balance-sheet forecasting and interest-rate risk analysis. The holistic model-development process includes estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks. The role also communicates modeling approaches and results to stakeholders across the bank. Deliverables include model-development documentation, presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures. This role requires working from a U.S. Bank location three or more days per week.
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 PhD in a quantitative field and less than two years of related experience.
Nice To Haves
- 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.
Responsibilities
- Develop and maintain advanced statistical models used for balance-sheet forecasting and interest-rate risk analysis.
- Estimate, test, document, implement, and maintain macroeconomic forecasting model frameworks.
- Build complex statistical models covering balance-sheet items to support Treasury financial decision-making.
- Communicate modeling approaches and results to stakeholders across the bank.
- Prepare model-development documentation, presentations, written reports, code documentation, business requirements, monitoring reports and related code, and procedures.
Benefits
- Healthcare benefits, including medical, dental, and vision.
- Basic term and optional term life insurance.
- Short-term and long-term disability coverage.
- Pregnancy disability and parental leave.
- 401(k) and employer-funded retirement plan.
- Paid vacation of 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, 401(k) contribution, and pension, subject to eligibility requirements.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
