Macro Markets Data Analytics & Risk Reporting Specialist

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

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) and retirement plan

Paid vacation and holidays

Job summary

U.S. Bank is seeking a skilled Derivatives Data Analytics Reporting Analyst to join its Macro Markets team in Chicago. You will analyze rates and FX markets, develop data-driven risk analytics, and build pricing models to support trading and regulatory reporting.

The role requires strong technical skills in Python, VBA, and R, and familiarity with Calypso and Wall Street Systems (ION). The successful candidate will collaborate with front-office traders and middle-office teams to translate

Qualifications

• Bachelor's degree in a related field and 6–8 years of statistical and/or data analytics experience.
• Experience with cross-asset trading systems such as Calypso, Wall Street Systems (ION).
• Technical proficiency in Python, VBA and R is highly desirable.

Responsibilities

• Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products, utilizing cross asset trading systems (Calypso) to analyze and manage the portfolio’s exposure and risk.
• 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.
• Stay updated with industry trends and regulatory changes related to interest rate derivatives.
• Collaborate with stakeholders to identify and implement improvements in derivative trading operation.
• Collaborate with stakeholders to understand business requirements and translate them into technical solutions to support the growth and expansion of the MACRO markets.
• Collaborate with internal teams to troubleshoot and resolve any issues related to financial derivatives.

Skills

Statistical data analytics

Python

VBA

R

Education

Bachelor's degree in a related field

Tools

Calypso

Wall Street Systems (ION)

Job description

U.S. Bank is seeking a skilled Derivatives Data Analytics Reporting Analyst to join its Macro Markets team in Chicago. You will analyze rates and FX markets, develop data-driven risk analytics, and build pricing models to support trading and regulatory reporting.

The role requires strong technical skills in Python, VBA, and R, and familiarity with Calypso and Wall Street Systems (ION). The successful candidate will collaborate with front-office traders and middle-office teams to translate