Hybrid Quantitative Model Analyst – Treasury

at U.S. Bank

• Job title: Quantitative Model Analyst – Treasury
• Job type: Full Time
• Experience level: Mid level, Senior
• Salary: $105,400 - $124,000 per year
• Degree requirement: Bachelor's Degree
• Tech skills: Python
• Location requirements: Hybrid, Minneapolis, United States

About the role

• Quantitative Analyst in Treasury developing and maintaining statistical models to support financial decision-making at U.S. Bank. Collaborating with stakeholders and delivering comprehensive model documentation.

Responsibilities

• Building complex statistical models covering a variety of bank products and related functions
• Developing and maintaining advanced statistical models used for balance sheet forecasting and interest rate risk analysis
• Estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks
• Communicating modeling approaches and results to stakeholders across the bank
• Delivering model development documentation such as presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures

Requirements

• Bachelor’s degree in a quantitative field, and five or more years of relevant experience OR - MA/MS in a quantitative field, and three or more years of related experience OR - PhD in a quantitative field, and less than two years of related experience
• Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, time series techniques, and other statistical models, various model validation tests/methodologies, using Python or similar statistical package
• Thorough data compilation, programming skills and qualitative analysis skills
• Thorough knowledge of the 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.

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