Quantitative Model Analyst - Treasury

Corporate Treasury is a division within the CFO group responsible for providing executive management with accurate, timely, and comprehensive forecasts of the balance sheet and net interest income (NII).

Another critical Treasury function is the measurement and analysis of Interest Rate Risk (IRR). This information provides the framework for the company to position its balance sheet in line with its risk appetite and expectations for changes in interest rates.

Corporate Treasury's Asset & Liability Management Quantitative Finance group supports these efforts by developing quantitative models and methods that link the Bank's balance sheet to the broader macroeconomic environment.

Our team is seeking a strong, decisive, and results-oriented quantitative analyst who will be responsible for building complex statistical models. These models may cover a variety of bank products and related functions and are used as part of Treasury's financial decision-making process.

Key responsibilities include developing and maintaining advanced statistical models used for balance sheet forecasting and interest rate risk analysis. This model development process is holistic and includes estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks.

The role also involves communicating modeling approaches and results to stakeholders across the bank. Deliverables include model development documentation such as presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures.

Basic

Qualifications - 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

Preferred Skills/Experience - Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, times 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

LOCATION EXPECTATIONS: This role requires working from a U.S. Bank Location three (3) or more days per week.

The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S.

Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $105,400.00 - $124,000.00