Macro Markets Analytics & Risk Reporting Analyst

U.S. Bank; Chicago, Northern (IL, KY); Hybrid; USD 124,000 - 146,000; Full time

Job summary

U.S. Bank is seeking a highly skilled Derivatives Data Analytics Reporting Analyst to shape the future of macro markets through data. The role requires deep knowledge of Rates/FX, experience with Calypso/ION, and strong Python/VBA/R skills.

Hybrid work in Chicago is available, with a preference for candidates who understand market data, risk analytics, and regulatory reporting. Responsibilities include developing market data and risk analytics, pricing models, and collaborating across trading

Qualifications

• Bachelor's degree in a related field or equivalent work experience.
• Six to eight years of statistical and/or data analytics experience.

Responsibilities

• Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products.
• Create market data and risk analytics, Profit and Loss calculation, and develop pricing and risk models.
• Design and develop complex models and tools to meet business and regulatory reporting requirements.
• Support the Macro Middle Office operation functions.

Skills

Python

VBA

R

Risk analytics

Derivatives knowledge

Quantitative modeling

Education

Master's degree in STEM or Finance

Bachelor's degree in related field

Tools

Calypso

ION

Job description

U.S. Bank is seeking a highly skilled Derivatives Data Analytics Reporting Analyst to shape the future of macro markets through data. The role requires deep knowledge of Rates/FX, experience with Calypso/ION, and strong Python/VBA/R skills.

Hybrid work in Chicago is available, with a preference for candidates who understand market data, risk analytics, and regulatory reporting. Responsibilities include developing market data and risk analytics, pricing models, and collaborating across trading