Jobs / United States / US Bank National Association
Senior Quantitative Model Analyst - Counterparty Credit Risk Modeling
US Bank National Association · 🇺🇸 4 Locations
Sponsorship verdict
Sponsorship possible
One solid signal, not two — worth applying, and worth asking about sponsorship early.
- Employer is on a government sponsor recordUSCIS Data Hub records 294 H-1B approvals for this employer in FY2023. Source: USCIS H-1B Employer Data Hub (US Citizenship and Immigration Services).
- The posting doesn’t mention sponsorshipSilence isn’t a refusal — ask the recruiter before investing much time.
- No salary bar for this routeH-1B has no fixed salary bar: the employer must pay at least the prevailing wage for the role and area. Cap-subject employers enter a lottery weighted by wage level. Source: https://www.federalregister.gov/documents/2025/12/29/2025-23853/weighted-selection-process-for-registrants-and-petitioners-seeking-to-file-cap-subject-h-1b, rules effective 2026-02-27.
- Confirmed live todayWhen a source last listed this job as open.
US H-1B: cap-subject employers enter a lottery weighted by wage level — Level I gets 1 entry, Level IV gets 4 (DHS projected selection odds ≈15% at Level I to ≈61% at Level IV). Universities and non-profit research employers are cap-exempt. The $100,000 fee for new petitions from abroad is currently blocked by a court order (appeal pending).
A verdict summarises public evidence; it is not legal advice and never a guarantee — the employer and the immigration authority decide. Sign in to factor in where you can already work.
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Sponsor Radar — US Bank National Association
USCIS Data Hub records 294 H-1B approvals for this employer in FY2023. Source: USCIS H-1B Employer Data Hub (US Citizenship and Immigration Services).
Past sponsorship or register membership never guarantees sponsorship for this vacancy or for you. Full Sponsor Radar for US Bank National Association →
About the role
At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at—all from Day One. Job Description The successful candidate will leverage advanced quantitative methods, strong programming skills, and deep derivatives expertise to develop, enhance, and maintain counterparty exposure models used to support the Bank's trading, prime brokerage, and securities financing businesses. This role requires close collaboration with trading desks, risk management, technology partners, model validation, internal audit, and regulatory stakeholders. The ideal candidate will possess strong expertise in derivative pricing, stochastic simulation, and counterparty exposure modeling, with the ability to apply quantitative techniques to a broad range of products and portfolios. The modeling framework is primarily based on Monte Carlo simulation and derivative valuation methodologies and supports the measurement of key counterparty credit risk metrics such as Potential Future Exposure (PFE) and Expected Exposure (EE). Scope of Coverage The team's models support a broad range of products and businesses, including: Interest Rate Derivatives Foreign Exchange Derivatives Equity Derivatives Commodity Derivatives Prime Brokerage and Equity Finance Products Securities Financing Transactions These models are used to estimate and manage counterparty credit exposure in support of the Bank's Counterparty Credit Risk Management framework, regulatory requirements, and business growth initiatives. Key Responsibilities Research, design, develop, test, and maintain counterparty exposure models for derivatives, prime brokerage, and securities financing transactions. Develop and enhance methodologies for measuring Potential Future Exposure (PFE), Expected Exposure (EE), and other CCR risk metrics. Support the development and maintenance of pricing models and risk factor simulation frameworks used in Monte Carlo exposure calculations. Develop and enhance exposure methodologies for Prime Brokerage and Equity Finance products. Perform model monitoring, benchmarking, backtesting, sensitivity analysis, and performance assessments at the risk factor, trade, and portfolio levels. Partner closely with trading desks, risk managers, technology teams, and business stakeholders to ensure quantitative solutions effectively meet business, risk, and regulatory requirements. Collaborate with Model Risk Management, Internal Audit, and regulatory agencies to support model reviews, validation activities, and regulatory examinations. Prepare clear and comprehensive technical documentation covering model methodology, assumptions, limitations, implementation requirements, and performance monitoring results. Present quantitative methodologies, model performance results, and risk analytics to technical and non-technical audiences, including senior management and governance committees. Contribute to the ongoing enhancement of the Bank's counterparty credit risk modeling framework, analytics infrastructure, and quantitative capabilities. Basic Qualifications - Bachelor’s degree in a quantitative field, and 10 or more years of relevant experience OR - MA/MS in a quantitative field, and six or more years of related experience OR - PhD in a quantitative field, and five or more years of related experience Preferred Skills/Experience