Quantitative Model Analyst II - Treasury Forecasting

Us Bank; Charlotte (NC); On-site; USD 86,000 - 102,000; Full time

Benefits offered by this job

Healthcare (medical, dental, vision)

401(k) retirement plan

Paid vacation

Sick and Safe Leave

Job summary

U.S. Bank is seeking a quantified analyst to build and validate statistical models for PPNR forecasting within Corporate Treasury Quantitative Finance. You will develop models linking the balance sheet to macro conditions, and produce documentation and reports for stakeholders.

The role requires a quantitative degree with several years of experience, strong regression and time-series skills, and ability to manage multiple tasks. Location expectation includes working from a U.S.

Qualifications

• Bachelor’s degree in quantitative field with 3+ years of experience or MA/MS with less than 3 years of experience.
• Strong knowledge of regression, time-series methods, and model validation tests.
• Proficiency in Python or similar statistical package; data compilation and qualitative analysis.
• Understanding of regulatory rules and risk factors in finance; good problem-solving and project management skills.

Responsibilities

• Build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance.
• Develop model development and validation documentation (presentations, reports, code).
• Communicate modeling approaches and results to stakeholders across the bank.
• Manage multiple tasks across timelines and coordinate with cross-functional teams.

Skills

Regression techniques

Time series techniques

Model validation tests

Python

Data compilation

Qualitative analysis

Regulatory knowledge

Project management

Communication skills

Leadership

Education

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

Tools

Python

Job description

U.S. Bank is seeking a quantified analyst to build and validate statistical models for PPNR forecasting within Corporate Treasury Quantitative Finance. You will develop models linking the balance sheet to macro conditions, and produce documentation and reports for stakeholders.

The role requires a quantitative degree with several years of experience, strong regression and time-series skills, and ability to manage multiple tasks. Location expectation includes working from a U.S.