Senior Quantitative Model Analyst - Counterparty Credit Risk Modeling

About the role

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.

The successful candidate will leverage advanced quantitative methods, strong programming skills, and deep derivatives expertise to develop, enhance, and maintain counterparty exposure models used to support the Bank's trading, prime brokerage, and securities financing businesses. This role requires close collaboration with trading desks, risk management, technology partners, model validation, internal audit, and regulatory stakeholders. The ideal candidate will possess strong expertise in derivative pricing, stochastic simulation, and counterparty exposure modeling, with the ability to apply quantitative techniques to a broad range of products and portfolios. The modeling framework is primarily