Market Risk Data Analytics Lead AI and Automation

U.S. Bank; New York (NY); On-site; USD 132,000 - 156,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) employer-funded retirement plan

Paid vacation

Job summary

U.S. Bank is seeking a Market Risk Data Analytics Specialist to enhance risk reporting and analytics. The role focuses on building automated reporting tools, improving data quality, and supporting AI-enabled analytics for portfolio risk management.

The ideal candidate combines strong technical development with practical risk knowledge, comfortable with imperfect data, and capable of communicating complex findings to diverse stakeholders. This is a hybrid role requiring on-site presence at times.

Qualifications

• Bachelor's degree, or equivalent work experience.
• Typically more than eight years of applicable experience.
• Strong working knowledge of market risk concepts, including VaR, stress testing, sensitivities, P&L, risk factor movements.
• Advanced Excel and VBA skills, including building, maintaining, and enhancing analytical tools and automated reporting processes.
• Strong SQL skills for querying, joining, validating, reconciling, and analyzing large datasets.
• Experience with Python, R, Power BI, Tableau, Alteryx, or similar analytics, visualization, or automation tools.
• Ability to translate business and risk requirements into practical data solutions, reporting enhancements, and process improvements.

Responsibilities

• Develop, maintain, and enhance market risk reporting tools, dashboards, data extracts, reconciliation processes, and analytical templates.
• Automate recurring market risk processes using VBA, SQL, Excel, Python, and similar tools.
• Analyze market risk data including VaR, stress testing, P&L, risk factor movements.
• Investigate and resolve data quality issues across positions, market data, risk factor data, and reports.
• Support data lineage, validation, and control documentation for audit and governance needs.
• Partner with risk managers and quantitative teams to explain drivers of changes in portfolio risk.
• Assist with model monitoring, back-testing, and stress scenario analysis.

Skills

Excel VBA

SQL

Python

Power BI

Tableau

R

C#

Education

Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Computer Science, Engineering, Data Science, Quantitative Finance, or related analytical discipline.

Tools

RiskMetrics

Bloomberg

Calypso

Murex

Power BI

Tableau

Job description

U.S. Bank is seeking a Market Risk Data Analytics Specialist to enhance risk reporting and analytics. The role focuses on building automated reporting tools, improving data quality, and supporting AI-enabled analytics for portfolio risk management.

The ideal candidate combines strong technical development with practical risk knowledge, comfortable with imperfect data, and capable of communicating complex findings to diverse stakeholders. This is a hybrid role requiring on-site presence at times.