Quantitative Model Manager (multiple positions) in Charlotte, NC.

U.S. Bancorp
Charlotte
Full timeUSD 97,011 - 164,100 annuallyFunction: Capital Markets, Trading & QuantExperience: 2+ yearsEducation: mastersSkills: ["Analytical","Organizational","Problem-solving","Negotiation","Project management"]

Build and validate quantitative models for rates, MBS valuation, and portfolio risk by combining advanced data compilation, programming, and qualitative analysis. Develop regression and time-series approaches using SAS (or similar), apply Monte Carlo methods for option pricing, and translate treasury/mortgage market signals into model parameters. Analyze regulatory guidance and risk factors, and deliver robust model validation techniques with strong project management, problem-solving, and communication skills.

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FursaFursa
U.S. Bancorp
U.S. Bancorp
3 days ago

Quantitative Model Manager (multiple positions) in Charlotte, NC.

✓ Verified Job

Canonical indexed version, validated from employer's careers page.

Source: Company careers pageValidated by: Fursa AI
Last checked: 21 hours agoStatus: Live

Job Summary

Build and validate quantitative models for rates, MBS valuation, and portfolio risk by combining advanced data compilation, programming, and qualitative analysis. Develop regression and time-series approaches using SAS (or similar), apply Monte Carlo methods for option pricing, and translate treasury/mortgage market signals into model parameters. Analyze regulatory guidance and risk factors, and deliver robust model validation techniques with strong project management, problem-solving, and communication skills.
Location: Charlotte
Employment Type: Full time
Job Function: Capital Markets, Trading & Quant
Seniority: Manager level

Key Responsibilities

  • •Execute advanced data compilation, programming, and qualitative analysis.
  • •Develop regression techniques, parametric/non-parametric algorithms, and statistical time-series models with validation tests using SAS (or similar).
  • •Analyze quantitative and qualitative risk factors, including industry and competition risks, and risk management approaches.
  • •Facilitate applicable regulatory rules, guidance, and supervisory letters.
  • •Apply strong analytical, organizational, problem-solving, negotiation, and project management skills to deliver model work.

Pay and Benefits

Salary: USD 97,011 - 164,100 annually
Perks:Health InsuranceDentalVision401kRetirementPaid LeavePaid HolidaysParental LeaveLife InsuranceDisability Insurance

Key Requirements

  • •Master’s degree in Analytics, Data Science, or Financial Mathematics, plus 2 years in a Quantitative Analyst or related occupation.
  • •2 years of experience with security valuation and option pricing (rates and MBS valuation) using discounted cash flow and Monte Carlo simulation.
  • •2 years of experience translating US treasury and mortgage market signals into model parameters using statistical regression.
  • •2 years of experience drafting interest rate term structure models by solving stochastic equations.
  • •2 years of experience with regression analysis using Python for mortgage rate models, plus valuation/risk metrics using SQL, Python, and Excel and maintaining version control with Git.
Experience:2+ yearsFinancial servicesMortgageRisk modeling
Education:Master's in Analytics, Data Science, or Financial Mathematics
Skills:AnalyticalOrganizationalProblem-solvingNegotiationProject management
Tech Stack:SASPythonGitSQLExcelMonte CarloRegressionTime seriesOption pricing

Eligibility

Work Authorization:Authorization required. Sponsorship not provided.

Company Brief

U.S. Bancorp
U.S. Bancorp is the parent company of U.S. Bank, providing consumer, business, and institutional banking services including lending, payments, treasury management, wealth management, and merchant solutions across the United States.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Minneapolis, United States
Founded: 1863
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Glassdoor: 3.8
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