Quantitative Model Analyst - Treasury

Key Responsibilities

Developing and maintaining advanced statistical models used for balance sheet forecasting and interest rate risk analysis, including estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks. Communicating modeling approaches and results to stakeholders across the bank, and preparing deliverables such as model documentation, presentations, written reports, code documentation, monitoring reports, and procedures.

• Bachelor’s degree in a quantitative field, and five or more years of relevant experience
• MA/MS in a quantitative field, and three or more years of related experience
• PhD in a quantitative field, and less than two years of related experience

• Thorough knowledge of regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, along with various model validation tests/methodologies, using Python or similar statistical package
• Strong data compilation, programming and qualitative analysis skills
• In-depth 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

This role requires working from a U.S. Bank location three (3) or more days per week.

• 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
• Other benefits available by employment status

$ - $

U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.