This role pays less than
64%
of similar roles. Most pay
$122,275–$192,287
— the shaded band above.
At the midpoint, this role pays about
$138k
versus about
$157k
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
39 open roles
on FindRole.
Listed pay typically runs
$111,605–$131,300
across 34 roles with salary data.
Senior Quantitative Model Analyst - Counterparty Credit Risk Modeling
The Senior Quantitative Model Analyst - Counterparty Credit Risk Modeling joins the team to develop, enhance, and maintain counterparty exposure models supporting trading, prime brokerage, and securities financing businesses. This role involves researching and designing methodologies for measuring Potential Future Exposure (PFE) and Expected Exposure (EE), while performing model monitoring, backtesting, and sensitivity analysis at trade and portfolio levels. The candidate will build risk factor simulation frameworks and pricing models using Monte Carlo simulation and derivative valuation techniques. Key technical requirements include proficiency in Python or C++, along with deep expertise in stochastic processes, derivative pricing, and financial market products like interest rate and foreign exchange derivatives. The role addresses the critical business problem of managing counterparty credit risk within a regulatory framework, ensuring quantitative solutions meet internal audit and regulatory standards for various complex financial instruments.
Python
SQL
SAS
R
Spark
Machine Learning
Statistical Modeling
Big Data
Data Analysis
Feature Engineering
Model Governance
Stress Testing
CECL
Portfolio Management
Risk Management