Quantitative Modeling Rotation Analyst - 2027 Cohort

Relha LLC; Charlotte, Northern (NC, KY); Hybrid; USD 98,000 - 116,000; Full time

Benefits offered by this job

Basic term and optional life insurance

Short-term and long-term disability

Pregnancy disability and parentalleave

401(k) and employer-funded retirement

Paid vacation (2–5 weeks depending on

Up to 11 paid holidays

Adoption assistance

Sick and Safe Leave accruals

Job summary

U.S. Bank is offering a Quantitative Modeling Rotation Program designed to accelerate your expertise in modeling, validation, and development across three ten-month rotations.

You’ll gain hands-on project experience, work within model risk, treasury, and risk groups, and receive mentorship from senior leaders. Ideal candidates hold a master's or PhD in a highly quantitative field and have strong programming skills in C++, Python, and R, plus a solid foundation in regression and stochastic

Qualifications

• Master's or PhD degree in statistics, mathematics, physics, engineering, financial engineering/mathematics, economics, or other highly quantitative field
• Basic understanding of modeling and validation techniques
• Strong written and verbal communication skills
• Ability to think and work independently in a professional setting
• Highly organized with the ability to manage multiple deadlines

Responsibilities

• Get hands-on experience with project work creating, implementing, testing, documenting, and using models
• Rotate within quantitative finance and risk groups across multiple areas such as model risk management and market risk
• Conduct model validation tests and research to understand modeling tools
• Develop technical and business acumen through training, mentorship, and exposure to senior leaders
• Build a supportive peer community through cohort activities and development workshops

Skills

C++

Python

R

Statistical modeling

Analytical thinking

Problem solving

Communication

Independent work

Education

Master's or PhD in Statistics/Mathematics/Physics/Engineering/Financial Engineering/Economics

Job description

U.S. Bank is offering a Quantitative Modeling Rotation Program designed to accelerate your expertise in modeling, validation, and development across three ten-month rotations.

You’ll gain hands-on project experience, work within model risk, treasury, and risk groups, and receive mentorship from senior leaders. Ideal candidates hold a master's or PhD in a highly quantitative field and have strong programming skills in C++, Python, and R, plus a solid foundation in regression and stochastic