Advanced Mortgage Modeling: Quantitative Analyst

US Bank; Hopkins (MN); On-site; USD 90,000 - 140,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

Retirement plan (401(k) and employer)

Paid vacation and holidays

Disability coverage

Parental leave

Adoption assistance

Life insurance

Job summary

U.S. Bank is seeking a senior quantitative modeler to lead complex modeling efforts across validation and performance management for mortgage-related projects.

The role involves modeling, data analysis, and documentation with exposure to senior leadership and regulatory considerations. The candidate should have a strong statistical background, experience with SAS/R/Python, and a track record in timeseries and risk modeling.

Qualifications

• Bachelor's degree in a quantitative field with 3+ years of relevant experience.
• MA/MS in a quantitative field with less than 3 years of related experience.
• Strong statistical modeling background and familiarity with regression, time series, and model validation.

Responsibilities

• Perform all phases of large complex model development, validation, and performance management.
• Interact with senior managers and present technical information clearly.
• Progress toward SME in one or more areas and stay aware of mortgage industry trends.

Skills

Statistical modeling

Python

R

SAS

C++

VBA

Times series

Project management

Education

Bachelors degree in quantitative field

MA/MS in quantitative field

Tools

SAS

R

Python

C++

Job description

U.S. Bank is seeking a senior quantitative modeler to lead complex modeling efforts across validation and performance management for mortgage-related projects.

The role involves modeling, data analysis, and documentation with exposure to senior leadership and regulatory considerations. The candidate should have a strong statistical background, experience with SAS/R/Python, and a track record in timeseries and risk modeling.