Quantitative Modeler for PPNR Forecasting

U.S. Bank; Minneapolis (MN); On-site; USD 86,000 - 102,000; Full time

Benefits offered by this job

Healthcare

Life insurance

Disability

401(k)

Paid vacation

Holidays

Adoption assistance

Sick leave

Job summary

U.S. Bank in Minneapolis seeks a strong quantitative analyst to build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance.

You will develop, validate, and implement macroeconomic forecasting models linking the balance sheet and income statement to the broader macro environment. The role requires a quantitative degree and several years of experience, with expertise in regression, times series, and Python.

Qualifications

• Bachelor’s degree in a quantitative field with 3+ years of relevant experience
• Proficiency in regression, time-series, and statistical modeling techniques
• Proficiency in Python or similar statistical package and strong data analysis skills

Responsibilities

• Build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance
• Develop, validate, document, and maintain model frameworks and reporting
• Communicate modeling approaches and results to stakeholders across the bank

Skills

Quantitative modeling

Python

Regulatory knowledge

Communication

Project management

Leadership

Education

Bachelor's degree in quantitative field

MA/MS in quantitative field

Job description

U.S. Bank in Minneapolis seeks a strong quantitative analyst to build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance.

You will develop, validate, and implement macroeconomic forecasting models linking the balance sheet and income statement to the broader macro environment. The role requires a quantitative degree and several years of experience, with expertise in regression, times series, and Python.