Senior Macro Data Analytics Reporting Analyst Operations

At U.S. Bank were 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 atall from Day One.

At U.S. Bank were on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the Macro product teams 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 atall from Day One.

We are seeking a highly skilled and experienced Derivatives Data Analytics and Reporting Analyst who has a passion for financial markets and data analysis. The ideal candidate will have in-depth knowledge of Rates and FX financial markets and hands-on experience working closely with a Rates or FX Trading Desk or relevant experience in the areas of Market Data and Risk Analytics Valuation Quantitative Modeling and Regulative Reporting.

In addition the candidate should have a good understanding of various derivatives products including swaps basis swaps cap/floor and swaption. Proficiency in risk reporting and familiarity with option Greeks (VEGA DELTA GAMMA THETA) is desired.

Strong troubleshooting skills and technical knowledge in Python VBA and R are highly desirable.

Responsibilities:

• Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products utilizing cross asset trading systems (Calypso) to analyze and manage the portfolios exposure and risk.
• Create market data and risk analytics Profit and Loss calculation and develop pricing and risk models.
• Design and develop complex models and tools to meet business and regulatory reporting requirements.
• Support the Macro Middle Office operation functions
• Stay updated with industry trends and regulatory changes related to interest rate derivatives.
• Collaborate with stakeholders to identify and implement improvements in derivative trading operation.
• Collaborate with stakeholders to understand business requirements and translate them into technical solutions to support the growth and expansion of the MACRO markets.
• Collaborate with internal teams to troubleshoot and resolve any issues related to financial derivatives.
  

Schedule & Location

Location: 3 days in office at either Chicago IL or Charlotte NC

Schedule: MondayFriday 8:00 a.m. 5:00 p.m. CST

Basic Qualifications

• Bachelors degree in a related field or equivalent work experience.
• Eight or more years of statistical and/or data analytics experience.
  

Preferred Skills/Experience

• Masters degree in STEM (Science Technology Engineering or Math) or Finance or Analytic Finance or Financial Engineering or equivalent work experience
• One to Three years of experience in data and analytics in the financial services industry
• Strong analytical and problem-solving skills.
• Excellent troubleshooting skills and ability to resolve complex issues related to derivatives products.
• Technical proficiency in Python VBA and R is highly desirable.
• Experience with cross-asset trading systems such as Calypso Wall Street Systems (ION).
• Experience with derivatives products including swaps basis swaps cap/floor and swaption.
• Experience in risk attribution and analytics with deep understanding of option Greeks (VEGA DELTA GAMMA THETA).
• Excellent communication and interpersonal skills.
• Ability to work effectively in a fast-paced and dynamic environment.
• Strong attention to detail and ability to meet deadlines.
• Professional certifications in relevant areas (e.g. CFA FRM) are a plus.

Location Expectations

This role requires working from a U.S. Bank location three (3) or more days per week.

If theres anything we can do to accommodate a disability during any portion of the application or hiring process please refer to ourdisability 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. Thats 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) 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

Review our full benefits available by employment status here.

U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race religion color sex national origin age sexual orientation gender identity disability or veteran status and other factors protected under applicable law.

E-Verify

U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about theE-Verify program.

U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition certain positions may also be subject to the requirements of FINRA NMLS registration Reg Z Reg G OFAC the NFA the FCPA the Bank Secrecy Act the SAFE Act and/or federal guidelines applicable to an agreement such as those related to ethics safety or operational procedures.

Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.

Posting may be closed earlier due to high volume of applicants.