Hybrid Macro Derivatives Data Analytics & Risk Specialist

US Bank; Chicago (IL); Hybrid; USD 120,000 - 150,000; Full time

Job summary

U.S. Bank is seeking a Derivatives Data Analytics Reporting Analyst to join the Macro product teams. You will analyze rates and FX markets, build data-driven insights, and support regulatory reporting and risk analytics.

The role requires hands-on experience with Python, VBA, and R, and familiarity with cross-asset trading systems such as Calypso and Wall Street Systems. Hybrid work in Chicago with strong collaboration across front, middle, and risk functions.

Qualifications

• Bachelor's degree in a related field or equivalent work experience.
• Master's degree preferred in STEM, Finance, Analytic Finance or Financial Engineering or equivalent.
• Strong analytical and problem-solving skills; capable of practical solutions.

Responsibilities

• Work closely with MACRO Front Office desks to design and develop solutions for Rates and FX products.
• Create market data and risk analytics, P&L calculation, and develop pricing and risk models.
• Design and develop complex models and tools to meet regulatory reporting requirements.
• Support the Macro Middle Office operation functions.
• Stay updated with industry trends and regulatory changes related to interest rate derivatives.
• Collaborate with stakeholders to translate business requirements into technical solutions.

Skills

Strong analytical and problem-solving

Excellent troubleshooting

Python

VBA

R

Education

Bachelor's degree in a related field

Master's degree in STEM or Finance or Analytic Finance or Financial Engineering

Tools

Calypso

Wall Street Systems (ION)

Job description

U.S. Bank is seeking a Derivatives Data Analytics Reporting Analyst to join the Macro product teams. You will analyze rates and FX markets, build data-driven insights, and support regulatory reporting and risk analytics.

The role requires hands-on experience with Python, VBA, and R, and familiarity with cross-asset trading systems such as Calypso and Wall Street Systems. Hybrid work in Chicago with strong collaboration across front, middle, and risk functions.