Quantitative Execution and Monitoring Manager

at  US Bank National Association

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.

JOB DESCRIPTION

The Quantitative Execution & Monitoring Manager will be responsible for overseeing the execution and monitoring of models/systems owned by Corporate Treasury and used for capital, liquidity, and interest rate risk management, as well as baseline financial forecasting. The position involves partnering with various functions across the organization, including asset liability management, quantitative model development, and model risk management, among others. An ideal candidate will have proficiency in Python/SQL coding, prior experience designing and/or operating within a production environment, experience writing and proofreading technical documentation, and demonstrated leadership.

Responsibilities:

• Oversee the end-to-end process of executing models/systems in a production environment, including the staging of input data, execution of Python production code, and posting of output.
• Develop and maintain a pipeline for delivering production output to downstream applications and/or environments.
• Create and maintain controls to ensure accuracy and completeness of production output.
• Proofread and finalize formal model monitoring reports published quarterly and delivered to various parties, including internal Model Risk Management and external regulators.
• Develop dashboards and other reporting tools used to communicate production/monitoring results to senior leadership.
• Manage a team of analysts with a focus on talent development.

BASIC QUALIFICATIONS

• Bachelor’s degree in a quantitative field, and 10 or more years of relevant experience

OR

• MA/MS in a quantitative field, and six or more years of related experience

OR

• PhD in a quantitative field, and five or more years of related experience

PREFERRED SKILLS/EXPERIENCE

• Proficiency in Python and SQL
• Experience designing and/or operating within a production environment
• Knowledge of data warehousing, data structures and data quality assurance testing
• Experience creating automated reporting using LaTeX or similar software
• Knowledge of cash flows and portfolio valuation methods
• General knowledge of banking, finance, economics, accounting and/or stress testing
• Excellent written and verbal communication skills
• Demonstrated leadership skills
• Experience with Essbase a plus

NOTE: THIS ROLE OFFERS A HYBRID/FLEXIBLE SCHEDULE, WHICH MEANS THERE’S AN IN-OFFICE EXPECTATION OF 3 OR MORE DAYS PER WEEK AND THE FLEXIBILITY TO WORK OUTSIDE THE OFFICE LOCATION FOR THE OTHER DAYS.

If there’s anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants.

Responsibilities:

• Oversee the end-to-end process of executing models/systems in a production environment, including the staging of input data, execution of Python production code, and posting of output.
• Develop and maintain a pipeline for delivering production output to downstream applications and/or environments.
• Create and maintain controls to ensure accuracy and completeness of production output.
• Proofread and finalize formal model monitoring reports published quarterly and delivered to various parties, including internal Model Risk Management and external regulators.
• Develop dashboards and other reporting tools used to communicate production/monitoring results to senior leadership.
• Manage a team of analysts with a focus on talent development

Our approach to benefits and total rewards considers our team members’ whole selves and what may be needed to thrive in and outside work. That’s 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 (some may vary based on role, location or hours):

• 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 la