Equity Quantitative Analyst

Job description

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 individual will be responsible for quantifying exposure related to equity products and conducting monthly stress testing. In addition, ad hoc stress scenarios will be performed to assess emerging risk factors. The stress‑testing framework will incorporate key market risk factors, including equities and equity derivatives, as well as counterparty credit risk through the probability of default. The role will provide subject‑matter input on quantitative market data methodologies, including standardization, use of proxies, data cleansing, and supporting operational processes. This includes defining and assessing data quality standard...