Senior Financial Analyst (Multiple openings) in Charlotte, NC

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 U.S. Bank is seeking a full-time Senior Financial Analyst (Multiple openings) in Charlotte, NC. The Senior Financial Analyst (multiple openings) is responsible for performing quantitative analysis, model implementation support, testing, documentation, and data validation for counterparty credit risk and regulatory capital calculations, including SA-CCR, CVA, and related Basel III capital frameworks. Specific duties include: (1) perform quantitative testing of derivative exposure and capital models, including SA-CCR exposure at default, potential future exposure, netting-set logic, hedging-set aggregation, supervisory duration, supervisory delta, MPOR adjustments, and related model components; (2) support implementation, validation, and enhancement of Pythonbased regulatory capital calculator logic used for derivative exposure and capital calculations; (3) develop, test, validate, and document quantitative risk and capital model components for financial products, including exposure calculations, sensitivity analysis, scenario analysis, testing evidence, data lineage materials, model output validation, audit, and governance review; (4) calibrate credit spread curves and related quantitative risk parameters for traded credit, lending, and counterparty portfolios using rating, maturity, region, industry, seniority, industry factors, and bond-to-loan ratios; (5) source, map, reconcile, and quantitatively validate large financial, market, trade, portfolio, and counterparty datasets from enterprise financial systems, SQL-based data repositories, and other internal risk or finance platforms to support risk analytics, exposure modeling, regulatory capital calculations, model implementation, and production testing.; (6) perform BAU quantitative model support, including limit monitoring, portfolio composition analysis, production testing, methodology update validation, and model behavior analysis for credit risk, counterparty risk, or regulatory capital models; and (7) migrate quantitative model components from R to Python and automate model testing, calibration, reporting, and analytical workflows using R, Python, SQL, VBA, Excel and LaTeX to improve model efficiency, scalability, and reduce manual effort.   Basic Qualifications: This position requires a Bachelor’s degree or equivalent in Financial Mathematics or Finance and 2 years of experience performing quantitative analysis.   Required Skills/Experience: Must also have 24 months of experience with each of the following: (1) developing, testing, validating, and documenting quantitative risk and capital model components for financial products, including exposure calculations, sensitivity analysis, scenario analysis, testing evidence, data lineage materials, model output validation, audit, and governance review; (2) calibrating credit spread curves and related quantitative risk parameters for traded credit, lending, and counterparty portfolios using rating, maturity, region, industry, seniority, industry factors, and bond-to-loan ratios; (3) sourcing, mapping, reconciling, and quantitatively validating large financial, market, trade, portfolio, and counterparty datasets from enterprise financial systems, SQL-based data repositories, and o