Quantitative Model Manager

U.S. Bank is seeking a Quantitative Model Manager to execute advanced data compilation, programming skills, and qualitative analysis skills. The role involves establishing various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models. The Quantitative Model Manager will analyze quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches.

What You Will Do

The main day-to-day responsibilities include executing advanced data compilation, programming skills, and qualitative analysis skills. The Quantitative Model Manager will establish various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models. They will also analyze quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches.

Why It Might Be a Fit

The ideal candidate will have strong analytical, organizational, problem-solving, negotiation, and project management skills. They will also have experience with security valuation and option pricing, translating US treasury and mortgage market signals into model parameters, mathematical research for drafting interest rate term structure modeling, regression analysis with Python, and code sharing procedure and maintain modeling version control with Git.

Requirements

• Master's degree in Analytics, Data Science, or Financial Mathematics
• 2 years of experience in a Quantitative Analyst or related occupation
• 2 years of experience with security valuation and option pricing
• 2 years of experience with translating US treasury and mortgage market signals into model parameters
• 2 years of experience with mathematical research for drafting interest rate term structure modeling
• 2 years of experience with regression analysis with Python
• 2 years of experience with code sharing procedure and maintain modeling version control with Git

Benefits

• Healthcare (medical, dental, vision)
• Basic term and optional term life insurance
• Short-term and long-term disability
• Pregnancy disability and parental leave
• 401(k) and employer-funded retirement plan
• Paid vacation (from two to five weeks depending on salary grade and tenure)
• Up to 11 paid holiday opportunities
• Adoption assistance
• Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law