Quantitative Finance Analyst – Treasury & IRR Modeling

U.S. Bank; Charlotte (NC); On-site; USD 105,400 - 124,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) plan

Paid vacation

Holiday opportunities

Sick leave

Job summary

U.S. Bank seeks a quantitative analyst in Corporate Treasury to build and maintain statistical models linking the balance sheet to macroeconomic conditions and interest rate risk. You will develop forecasting models, document methods, and present results to stakeholders across the bank.

The role requires strong regression, time series, and Python skills, with experience in model validation, risk factors, and communicating complex results clearly.

Qualifications

• Bachelor’s degree in a quantitative field or higher.
• MA/MS in quantitative field with relevant experience preferred.
• PhD in quantitative field with relevant experience is a plus.

Responsibilities

• Develop and maintain advanced statistical models for balance sheet forecasting and interest rate risk analysis.
• Document model development processes and create clear reports for stakeholders across the bank.
• Communicate modeling approaches and results to multidisciplinary teams and leadership.
• Collaborate with risk management and regulatory groups to ensure model compliance.

Skills

Regression techniques

Time series analysis

Python

Model validation

Data compilation

Risk factors

Analytical thinking

Communication

Leadership

Education

Bachelor's degree in quantitative field

MA/MS in quantitative field

PhD in quantitative field

Tools

Python

Job description

U.S. Bank seeks a quantitative analyst in Corporate Treasury to build and maintain statistical models linking the balance sheet to macroeconomic conditions and interest rate risk. You will develop forecasting models, document methods, and present results to stakeholders across the bank.

The role requires strong regression, time series, and Python skills, with experience in model validation, risk factors, and communicating complex results clearly.