Quantitative Model Analyst (Multiple openings) in Charlotte, NC.

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

U.S. Bank is seeking a full-time Quantitative Model Analyst (Multiple openings) in Charlotte, NC.

The Quantitative Model Analyst responsible for measuring, monitoring and control of all trading market risk within the company covering Capital Markets, Mortgage, Balance Sheet, and Volcker to help ensure that U.S. Bank manages risk effectively and, in a manner, consistent with regulatory guidelines, internal policies, and the company's risk appetite statement. Specific duties include: (1) automating the data inputs and conducting statistical and performance analysis (P-value analysis, stress testing) for the periodic monitoring process; (2) developing structured reports using Excel-VBA, Python to enhance reporting efficiency and analytical insights; (3) preparing and updating development documentation, outlining model updates, assumption, and methodologies to support the periodic validation process; (4) utilizing Python and Excel-VBA for automating data inputs, enhancing reporting efficiency and conducting statistical and performance analysis (including P-value analysis, and stress testing) for periodic monitoring; (5) working with SQL for querying databases and handling large datasets and utilizing proxy analysis using tools including Python and Excel VBA to ensure data accuracy and reliability in data driven processes; (6) supporting model validation, updates, and testing exercises to assess accuracy and compliance as well as ensuring data integrity, validation, and structured reporting for risk monitoring; (7) developing and updating procedural, technical, and model documentation for audit and compliance purposes; (8) constructing periodic committee reporting decks and respond to ad-hoc data requests; and (9) implementing experience with quantitative and data analysis, process automation using excel VBA, SQL and Python.

Basic Qualifications:

This position requires a Master’s degree or equivalent in Quantitative Finance, or Financial Engineering and 3 years of experience in quantitative and data analysis, process automation using excel VBA, SQL and Python.

Required Skills/Experience:
Must also have 24 months of experience with each of the following: (1) utilizing Python and Excel-VBA for automating data inputs, enhancing reporting efficiency and conducting statistical and performance analysis (including P-value analysis, and stress testing) for periodic monitoring; (2) working with SQL for querying databases and handling large datasets and utilizing proxy analysis using tools including Python and Excel VBA to ensure data accuracy and reliability in data driven processes; (3) supporting model validation, updates, and testing exercises to assess accuracy and compliance as well as ensuring data integrity, validation, and structured reporting for risk monitoring; (4) developing and updating procedural, technical, and model documentation for audit and compliance purposes; and (5) constructing periodic committee reporting decks and respond to ad-hoc data requests. Will accept experience gained before, during or after Master’s program. Employer will accept experience gained concurrently.

Base pay range may vary if an offer is made for work in a different location. Pay Range: $71,843 - $110,600. (#LI-NDI #LI-DNI #LI-DNP #DE-DNP).

• The examination for this position may include a supplemental questionnaire. Improper or missing responses could affect your application.
• This position is not eligible for visa sponsorship.

If there’s anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants.

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)

• Basi