Senior Quantitative Model Analyst for PPNR & Treasury

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

Benefits offered by this job

Healthcare

Life insurance

Disability insurance

Parental leave

401(k) plan

Paid vacation

11 holidays

Job summary

U.S. Bank seeks a strong quantitative analyst to build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance. You will develop, validate, and maintain macroeconomic forecasting models linking the balance sheet to the macro environment.

The role involves delivering documentation, communicating results to stakeholders, and collaborating across teams to support treasury decision-making. Location expectations apply for on-site work.

Qualifications

• Bachelor’s degree in a quantitative field, and three or more years of relevant experience.
• OR MA/MS in a quantitative field, and less than three years of related experience

Responsibilities

• Develop and validate macroeconomic forecasting models for PPNR.
• Prepare model development/validation documentation and reports.
• Communicate modeling approaches and results to stakeholders across the bank.

Skills

Regression techniques

Times series

Python

Data compilation

Programming skills

Risk factors knowledge

Regulatory understanding

Leadership skills

Communication skills

Independence

Teamwork

Education

Bachelor's degree

MA/MS

Tools

Python

Job description

U.S. Bank seeks a strong quantitative analyst to build complex statistical models for PPNR forecasting in Corporate Treasury Quantitative Finance. You will develop, validate, and maintain macroeconomic forecasting models linking the balance sheet to the macro environment.

The role involves delivering documentation, communicating results to stakeholders, and collaborating across teams to support treasury decision-making. Location expectations apply for on-site work.