Quantitative Model Analyst - Treasury

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 Corporate Treasury is a division within the CFO group responsible for providing executive management with accurate, timely, and comprehensive forecasts of the balance sheet and net interest income (NII).  Models developed within Corporate Treasure are used to position its balance sheet in line with its risk appetite and expectations for changes in interest rates (IRR) or macroeconomic conditions (BAU/capital stress testing).   Our team is seeking a strong, decisive, and results-oriented quantitative analyst who will be responsible for building complex statistical models. These models may cover a variety of balance sheet items and are used as part of Treasury’s financial decision-making process.   Key responsibilities include developing and maintaining advanced statistical models used for balance sheet forecasting and interest rate risk analysis. This model development process is holistic and includes estimating, testing, documenting, implementing, and maintaining macroeconomic forecasting model frameworks.   The role also involves communicating modeling approaches and results to stakeholders across the bank. Deliverables include model development documentation such as presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures. Basic Qualifications - Bachelor’s degree in a quantitative field, and five or more years of relevant experience OR - MA/MS in a quantitative field, and three or more years of related experience OR - PhD in a quantitative field, and less than two years of related experience Preferred Skills/Experience - Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using Python - Thorough data compilation, programming skills and qualitative analysis skills - Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches - Advanced understanding of applicable regulatory rules, guidance, or supervisory letters - Ability to manage multiple tasks across various timelines - Strong analytical, organizational, problem-solving, negotiation, and project management skills - Demonstrated independence, teamwork and leadership skills - Effective interpersonal, verbal and written communication skills   LOCATION EXPECTATIONS:  This role requires working from a U.S. Bank Location three (3) or more days per week If there’s anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our  disability accommodations for applicants . Benefits:   Our approach to benefits and total rewards considers our team members’ whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following: • Healthcare (medical, dental, vision) • Basic term and optional term life insurance • Short-term and long-term disability • Pregnancy disability and parental leave • 401(k)