Quantitative Treasury Modeler for Balance Sheet Forecasts

U.S. Bank; Charlotte (NC); On-site; USD 98,000 - 116,000; Full time

Benefits offered by this job

Healthcare

Life Insurance

Disability

Leave & holidays

401(k)

Vacation pay

Adoption assistance

Sick leave

Job summary

U.S. Bank is seeking a quantitative analyst to build complex statistical models for balance sheet forecasting and interest rate risk analysis. You will develop, test, and document models used in Treasury's decision-making and communicate findings to stakeholders.

The role requires strong programming and data skills, experience with regression and time-series methods, and the ability to manage multiple tasks across timelines. Located in a U.S. Bank facility with hybrid/onsite expectations.

Qualifications

• Bachelor's degree in a quantitative field with 5+ years of experience.
• MA/MS in a quantitative field with 3+ years of experience.
• PhD in a quantitative field with less than 2 years of experience.

Responsibilities

• Develop and maintain advanced statistical models for balance sheet forecasting and interest rate risk analysis.
• Communicate modeling approaches and results to stakeholders across the bank.
• Deliverables include model development documentation, presentations, and code documentation.

Skills

Regression techniques

Time series

Python

Data compilation

Risk management

Regulatory knowledge

Project management

Communication skills

Education

Bachelor's degree in a quantitative field

MA/MS in a quantitative field

PhD in a quantitative field

Tools

Python

Statistical modeling

Job description

U.S. Bank is seeking a quantitative analyst to build complex statistical models for balance sheet forecasting and interest rate risk analysis. You will develop, test, and document models used in Treasury's decision-making and communicate findings to stakeholders.

The role requires strong programming and data skills, experience with regression and time-series methods, and the ability to manage multiple tasks across timelines. Located in a U.S. Bank facility with hybrid/onsite expectations.