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U.S. Bank · 1 day ago

Quantitative Model Analyst (Multiple openings) in Charlotte, NC

Charlotte, NC

Full-time

Onsite

Mid, Senior Level

$78K/yr - $123K/yr

3+ years exp

U.S. Bank is seeking a full-time Quantitative Model Analyst to develop mathematical and complex statistical models for portfolio management and regulatory compliance. The role involves creating model documentation, analyzing datasets, and communicating findings to the Treasury department and other business units.

BankingFinancial ServicesInsuranceMortgageWealth Management

No H1B

Responsibilities

Researching market and idiosyncratic drivers germane to the portfolio and intended use case

Creating model development and validation documentation including: presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures

Compiling and analyzing complex datasets using programming and quantitative analysis to support data-driven decision making

Developing quantitative financial strategies for business development

Compiling and analyzing complex datasets using programming and quantitative analysis to support data-driven decision making

Solving quantitative financial challenges through model research, development and validation

Implementing various regression techniques, parametric and non-parametric algorithms, times series techniques, model validation tests/methodologies, using SAS and Python

Implementing various regression and other financial modeling techniques, parametric and non-parametric algorithms, times series techniques, model validation tests/methodologies, using SAS and Python

Communicating models and subsequent impacts to the Treasury department as well as business units outside of Treasury

Qualification

Quantitative financial strategiesComplex datasets analysisStatistical model developmentModel validation documentationSASPythonRegression techniquesParametric algorithmsNon-parametric algorithmsTime series techniquesSoft skills

Required

Master's degree or equivalent in Financial Mathematics, or related quantitative field and 3 years of experience working with complex statistical models

Bachelor's degree or equivalent in Financial Mathematics, or related quantitative field and 5 years (progressive, post-baccalaureate) of experience working with complex statistical models

24 months of experience with developing quantitative financial strategies for business development

24 months of experience with compiling and analyzing complex datasets using programming and quantitative analysis to support data-driven decision making

24 months of experience with solving quantitative financial challenges through model research, development and validation

24 months of experience with creating model development and validation documentation including: presentations, written reports, model or reporting code documentation, business requirements, monitoring reports and related code, and procedures

24 months of experience with implementing various regression techniques, parametric and non-parametric algorithms, times series techniques, model validation tests/methodologies, using SAS and Python