U.S. Bancorp | Quantitative Model Analyst - Treasury

Responsibilities

• Our team is seeking a strong, decisive, and results-oriented quantitative analyst who will be responsible for building complex statistical models.
• The actual range for the role may differ based on the location of the role.
• 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).
• Models developed within Corporate Treasure are used to position its balance sheet in line with its risk appetite and expectations for changes in interest rates (IRR) or macroeconomic conditions (BAU/capital stress testing).
• These models may cover a variety of balance sheet items 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.
• Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed.
• Review our full benefits available by employment status here.
• Pay Range: $98,175.00 - $115,500.00
• Posting may be closed earlier due to high volume of applicants.

Requirements

• 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 various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using Python.
• 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.

U.S. Bancorp

U.S. Bancorp is an employer hiring in India (sector: BFSI / Investments / Insurance). In its own words: "Experience personalized banking services for your unique needs with U.S."

Its finance, accounts, audit and tax openings in India are mostly in Milwaukee, Minneapolis, Saint Louis and Tempe.

• Industry: BFSI / Investments / Insurance