Treasury Quantitative Modeling Analyst II

Us Bank; Chicago (IL); Hybrid; USD 86.000 - 102.000; Vollzeit

Benefits dieser Stelle

Healthcare

Life insurance

Disability

Parental leave

401(k)

Paid vacation

Paid holidays

Adoption assistance

Zusammenfassung

U.S. Bank is seeking a quantitative analyst to build complex statistical models for PPNR forecasting within Corporate Treasury Quantitative Finance.

You will develop, validate, and document models linking the balance sheet and income statement to macroeconomic factors, delivering insights to stakeholders across the bank. The role requires a strong background in regression, time series, and risk factors, with proficiency in Python or similar tools.

Qualifikationen

• Bachelor’s degree in a quantitative field and 3+ years of related experience or MA/MS with less than 3 years of experience.
• Strong knowledge of regression, time-series models, and risk factors.
• Experience with model development, validation, and documentation.

Aufgaben

• Build complex statistical models for PPNR forecasting in Corporate Treasury.
• Develop, validate, implement, and maintain model frameworks.
• Create documentation, presentations, and monitoring reports.
• Communicate modeling approaches and results to stakeholders.

Kenntnisse

Regression techniques

Time series techniques

Statistical models

Model validation tests

Python or similar

Ausbildung

Bachelor’s degree in a quantitative field

MA/MS in a quantitative field

Tools

Python

Jobbeschreibung

U.S. Bank is seeking a quantitative analyst to build complex statistical models for PPNR forecasting within Corporate Treasury Quantitative Finance.

You will develop, validate, and document models linking the balance sheet and income statement to macroeconomic factors, delivering insights to stakeholders across the bank. The role requires a strong background in regression, time series, and risk factors, with proficiency in Python or similar tools.