2027 Quantitative Modeling Rotational Program

U.S. Bank • Charlotte, NC

2d • $98,175 - $115,500 • Hybrid

About The Position

Quantitative Modeling is a dynamic and thriving field that solves real-world problems through quantitative research, development, and validation. Our Quantitative Modeling Development Program will provide you with accelerated learning and skill development through a mix of formal training, practical job experience, mentorship, and a community of peers and advisors, throughout three ten-month rotations to prepare you for the demands of today and tomorrow.
As a Quantitative Modeling Rotation Program Analyst, you will:
Get hands-on experience with project work creating, implementing, testing, documenting, and using models
Rotate within our quantitative finance and risk groups (rotation options include model risk management, corporate treasury, credit risk, financial crimes, market risk, macroeconomics, and derivatives).
Conduct model validation tests/methodologies and research to better understand modeling tools
Develop technical and business acumen through training, mentorship, and exposure to senior executives
Build a supportive community of peers through a variety of cohort-strengthening activities such as social events, volunteer days, and development workshops

Requirements

• Master’s or PhD degree in Statistics, Mathematics, Physics, Engineering, Financial Engineering/Mathematics, Economics, or other highly quantitative degrees obtained December 2026 or Spring 2027
• Basic understanding of modeling and validation techniques in varying disciplines
• Ability to start the development program on July 12, 2027

Nice To Haves

• Strong written and verbal communication skills
• Ability to think and work independently within a professional setting
• Strong analytical, problem solving, and critical thinking skills
• Highly organized and motivated; ability to manage and prioritize multiple tasks and deadlines simultaneously
• Strong programming skills such as C++, Python, R etc.
• Data compilation, programming skills, and qualitative analysis skills
• Statistical modeling background based on technical training or advanced education in a quantitative field such as Derivatives Pricing, Probability, Stochastic Calculus, Econometrics, Machine Learning, etc.
• Knowledge of various regression techniques, parametric and non-parametric algorithms, times series analysis, or other statistical approaches, various model validation tests/methodologies

Responsibilities

• Get hands-on experience with project work creating, implementing, testing, documenting, and using models
• Rotate within our quantitative finance and risk groups (rotation options include model risk management, corporate treasury, credit risk, financial crimes, market risk, macroeconomics, and derivatives).
• Conduct model validation tests/methodologies and research to better understand modeling tools
• Develop technical and business acumen through training, mentorship, and exposure to senior executives
• Build a supportive community of peers through a variety of cohort-strengthening activities such as social events, volunteer days, and development workshops

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: Entry Level