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 standards for use in counterparty pricing models. The individual will apply analytical and quantitative techniques to analyze, process, and validate data required for the development and implementation of new models. 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- Advanced knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using SAS or similar statistical package- Thorough data compilation, programming skills and qualitative analysis skills- Thorough knowledge of the quantitative and qualitative risk factors, industry risks, competition risks, and risk management approaches- Advanced understanding of applicable regulatory rules, guidance, or supervisory letters- Ability to manage multiple tasks across various timelines- Strong analytical, organizational, problem-solving, negotiation, and project management skills- Demonstrated independence, teamwork and leadership skills- Effective interpersonal, verbal and written communication skills. LOCATION EXPECTATIONS: This role requires working from a U.S. Bank Location three (3) or more days per week. 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.