US Bank
Quantitative Model Analyst - Treasury
US Bank, Minneapolis, Minnesota, United States, 55400
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at—all from Day One.Job Description
Creates, validates, tests, documents, implements, and/or oversees usage of complex statistical models. The models may cover a variety of products or services, however, all models are used as part of the financial decision making process. Specific results focus on documenting the creation and/or testing of advanced statistical models and communicating such models to stakeholders within the Bank. Deliverables include the creation of model development and/or validation 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 experienceOR- MA/MS in a quantitative field, and three or more years of related experienceOR- PhD in a quantitative field, and less than two years of related experiencePreferred 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- Knowledge of Python and SQL is preferred- Prior experience in econometric modeling is a plus- 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- 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 skillsNOTE
This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days.Benefits:
Our approach to benefits and total rewards considers our team members’ whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):Healthcare (medical, dental, vision)Basic term and optional term life insuranceShort-term and long-term disabilityPregnancy disability and parental leave401(k) and employer-funded retirement planPaid vacation (from two to five weeks depending on salary grade and tenure)Up to 11 paid holiday opportunitiesAdoption assistanceSick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by lawEEO is the Law
U.S. Bank is an equal opportunity employer committed to creating a diverse workforce. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, among other factors.E-Verify
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services.
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Creates, validates, tests, documents, implements, and/or oversees usage of complex statistical models. The models may cover a variety of products or services, however, all models are used as part of the financial decision making process. Specific results focus on documenting the creation and/or testing of advanced statistical models and communicating such models to stakeholders within the Bank. Deliverables include the creation of model development and/or validation 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 experienceOR- MA/MS in a quantitative field, and three or more years of related experienceOR- PhD in a quantitative field, and less than two years of related experiencePreferred 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- Knowledge of Python and SQL is preferred- Prior experience in econometric modeling is a plus- 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- 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 skillsNOTE
This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days.Benefits:
Our approach to benefits and total rewards considers our team members’ whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):Healthcare (medical, dental, vision)Basic term and optional term life insuranceShort-term and long-term disabilityPregnancy disability and parental leave401(k) and employer-funded retirement planPaid vacation (from two to five weeks depending on salary grade and tenure)Up to 11 paid holiday opportunitiesAdoption assistanceSick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by lawEEO is the Law
U.S. Bank is an equal opportunity employer committed to creating a diverse workforce. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, among other factors.E-Verify
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services.
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