Senior Quantitative Modeler - Derivatives & CCR Risk
Listed on 2026-10-15
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Finance & Banking
Data Scientist, FinTech
U.S. Bank seeks an experienced quantitative researcher to develop counter party exposure models for derivatives, prime brokerage, and securities financing. The candidate will apply pricing, stochastic methods, and risk analytics to support trading, risk management, and regulatory compliance.
Collaborating with trading desks, risk managers, and technology partners, you will build robust modeling frameworks, document methodologies, and present results to senior audiences across the bank.
We are seeking a motivated Senior Quantitative Modeler
- Derivatives & CCR Risk to join U.S. Bank in New York, NY, United States.
The Senior Quantitative Modeler
- Derivatives & CCR Risk position in the Finance, IT & Technology field is open for applications.
We have an opening for a Senior Quantitative Modeler
- Derivatives & CCR Risk in New York, NY, United States within Finance, IT & Technology.
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