This role pays more than
57%
of similar roles. Most pay
$114,584–$161,437
— the shaded band above.
At the midpoint, this role pays about
$135k
versus about
$138k
for comparable roles.
Based on 240 similar postings.
Employer
About US Bank
U.S. Bank (U.S. Bancorp) is the fifth-largest bank in the United States, providing retail banking, corporate and commercial banking, wealth management, and payment services to millions of customers. Industry: Banking & Financial Services
US Bank currently has
30 open roles
on FindRole.
Listed pay typically runs
$119,765–$140,900
across 29 roles with salary data.
Macro Data Analytics Reporting Analyst - Operations works within the Macro product team to support Rates and FX markets. The role involves collaborating with Front Office desks to design and develop solutions for various derivatives products, including swaps, basis swaps, cap/floor, and swaptions. Day-to-day responsibilities include creating market data and risk analytics, calculating Profit and Loss, and developing pricing and risk models to meet business and regulatory reporting requirements. The position also involves troubleshooting issues related to financial derivatives and managing portfolio exposure using the Calypso cross-asset trading system. Key technical skills required include proficiency in Python, VBA, and R. Candidates must possess a deep understanding of option Greeks such as VEGA, DELTA, GAMMA, and THETA, while applying these skills to solve complex problems within the macro market domain.
Python
C++
R
Machine Learning
Statistical Modeling
Econometrics
Stochastic Calculus
Derivatives Pricing
Model Validation
Quantitative Research
Data Compilation
Modeling and Simulation
MATLAB
Simulink
AFSIM
Digital Engineering
AI-assisted development tools
Claude Code
Codex
Operations Research
Systems Engineering
Data Science
Data Analytics
Mathematics
Physics
Tableau
SQL
BigQuery
Sigma
dbt
Git
Business Intelligence
Data Modeling
Data Transformation
Analytics
Reporting
Dashboards
Data Mining
AI-assisted development