Market Risk Analytics & AI Solutions Lead

U.S. Bank; Minneapolis (MN); Hybrid; USD 132,000 - 156,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) and employer-funded retirement

Paid vacation and holidays

Parental leave

Job summary

U.S. Bank is seeking a Market Risk Data Analytics Specialist to analyze data, automate reporting, and modernize risk processes across VaR and stress testing. You will partner withMarket Risk, Front Office, Technology, Finance, and Model Risk to improve accuracy, transparency, and auditability of risk reporting.

The role emphasizes hands-on development with VBA, SQL, Excel, Python, and related tools, with opportunities to apply AI-enabled analytics while maintaining governance and controls.

Qualifications

• Bachelor’s degree or equivalent work experience.
• Typically more than eight years of applicable experience.

Responsibilities

• Develop, maintain, and enhance market risk reporting tools, dashboards, data extracts, reconciliation processes, and analytical templates used to monitor trading and capital markets risk.
• Use VBA, SQL, Excel and Python to automate recurring market risk processes, reduce manual effort, improve controls, and strengthen reporting consistency.
• Analyze market risk data including VaR, stress testing, sensitivities, P&L, exposures, limit utilization, back-testing results, and risk factor movements.
• Investigate and resolve data quality issues related to position data, market data, risk factor data, P&L, model outputs, and downstream reporting exceptions.
• Support data lineage, data validation, and control documentation for market risk reporting processes, including audit and governance reviews.
• Partner with Market Risk Managers to identify drivers of changes in portfolio risk and explain material movements in risk metrics.
• Assist with model monitoring, back-testing, proxy analysis, stress scenario analysis, data reviews, and recurring committee reporting.
• Evaluate opportunities to apply AI, ML, NLP, or intelligent automation to improve market risk research and management insights.
• Contribute to AI-enabled analytics with documentation of data sources, assumptions, controls, and governance considerations.
• Work with Technology and data teams to support database enhancements and modernization of market risk infrastructure.

Skills

Advanced Excel

VBA

SQL

Data validation

Report automation

Analytical troubleshooting

Market risk reporting

Python

Power BI

Tableau

Alteryx

R

Education

Bachelor’s degree in Finance/Engineering/Math

Tools

RiskMetrics

Bloomberg

Calypso

Murex

Adenza

Data warehouses

Job description

U.S. Bank is seeking a Market Risk Data Analytics Specialist to analyze data, automate reporting, and modernize risk processes across VaR and stress testing. You will partner withMarket Risk, Front Office, Technology, Finance, and Model Risk to improve accuracy, transparency, and auditability of risk reporting.

The role emphasizes hands-on development with VBA, SQL, Excel, Python, and related tools, with opportunities to apply AI-enabled analytics while maintaining governance and controls.