Market Risk Data Analytics Specialist
About the job
- A bachelor's degree in Finance, Economics, Mathematics, Statistics, Computer Science, Engineering, Data Science, Quantitative Finance, or a related analytical discipline is required.
- At least five years of experience in financial services, market risk, trading risk, quantitative analytics, data analytics, risk reporting, model monitoring, or a related capital markets function is required.
- Strong working knowledge of market risk concepts, including value at risk (VaR), stress testing, sensitivities, profit and loss (P&L), risk factor movements, limit monitoring, back-testing, and data quality controls is required.
- Advanced C#, Excel, and Visual Basic for Applications (VBA) skills are required, including the ability to build, maintain, troubleshoot, and enhance analytical tools and automated reporting processes.
- Strong Structured Query Language (SQL) skills are required, including querying, joining, validating, reconciling, and analyzing large datasets from risk systems, databases, or reporting platforms.
- Experience with Python, R, Power BI, Tableau, Alteryx, or similar analytics, visualization, or automation tools is required.
- The ability to translate business and risk requirements into practical data solutions, reporting enhancements, and process improvements is required.
- Strong analytical, problem-solving, documentation, and communication skills are required, including the ability to explain technical findings to technical and non-technical stakeholders.
- Experience working with control functions, audit requests, regulatory reviews, data governance standards, or model governance expectations is required.
- Advanced Excel, VBA, SQL, data validation, report automation, analytical troubleshooting, and market risk reporting are required.
- Exposure to generative artificial intelligence, machine learning, natural language processing, artificial intelligence-assisted documentation, prompt engineering, artificial intelligence governance concepts, or artificial intelligence-enabled analytics is required.
- Applicants must be able to comply with U.S. Bank policies and procedures, including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
- Develop, maintain, and enhance market risk reporting tools, dashboards, data extracts, reconciliation processes, and analytical templates used to monitor trading and capital markets risk.
- Use VBA, SQL, Excel, Python, and other analytical tools to automate recurring market risk processes, reduce manual effort, improve controls, and strengthen reporting consistency.
- Analyze market risk data, including VaR, stress testing, sensitivities, Greeks, P&L, exposures, limit utilization, back-testing results, and risk factor movements.
- Investigate and resolve data quality issues related to position data, market data, risk factor data, P&L, model outputs, and downstream reporting exceptions.
- Support data lineage, data validation, and control documentation for market risk reporting processes, including evidence needed for audit, regulatory, and governance reviews.
- Partner with Market Risk Managers and quantitative teams to identify drivers of changes in portfolio risk and explain material movements in risk metrics.
- Assist with model monitoring, back-testing, proxy analysis, stress scenario analysis, data reviews, and recurring committee or senior management reporting.
- Evaluate opportunities to apply artificial intelligence, machine learning, natural language processing, or intelligent automation to improve market risk research, documentation, reporting, anomaly detection, workflow efficiency, and management insights.
- Contribute to the development of artificial intelligence-enabled analytics in a controlled and transparent manner, including documenting data sources, assumptions, controls, human review points, limitations, and governance considerations.
- Work with Technology and data teams to support database enhancements, data acquisition, data storage, process redesign, and modernization of market risk infrastructure.
- A master's degree or enrollment in a master's program in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Data Science, Computer Science, Economics, Finance, Analytics, or another relevant quantitative field is a plus.
- Hands-on experience with artificial intelligence, machine learning, natural language processing, generative artificial intelligence tools, intelligent automation, or artificial intelligence-assisted analytics in a risk, finance, data, or technology environment is preferred.
- Experience with market risk systems or data environments such as RiskMetrics, Bloomberg, Calypso, Murex, Adenza, internal risk databases, data warehouses, or comparable platforms is preferred.
- Knowledge of regulatory risk concepts such as Basel market risk requirements, Fundamental Review of the Trading Book (FRTB), Volcker-related controls, model monitoring, capital reporting, or regulatory exam support is preferred.
- Experience designing dashboards, exception reports, workflow tools, or analytics that improve risk transparency, operational efficiency, and management decision-making is preferred.
- Familiarity with data governance, data lineage, data quality frameworks, controlled end-user computing environments, software development lifecycle practices, or change management processes is preferred.
- The ability to work independently, manage multiple priorities, challenge data issues constructively, and build effective partnerships across Market Risk, Technology, Finance, Operations, Model Risk, and Front Office teams is preferred.
- Python, Power BI, Tableau, data visualization, database querying, risk dashboard development, and process automation are strongly preferred.
About the company
U.S. Bank is one of the largest banks in the United States, serving consumers, small businesses, corporations, and government agencies with banking, lending, payments, and wealth management. Its Elavon subsidiary is one of the world's biggest processors of card payments for merchants, handling sales in the United States, Canada, and Europe. People and small businesses use its branches and mobile app for checking, savings, credit cards, mortgages, and loans, while companies use it for corporate cards and cash management, and the bank earns money from loan interest and fees. U.S. Bank received national bank charter No. 24 in 1863, under President Abraham Lincoln, and is based in Minneapolis as the main subsidiary of U.S. Bancorp.
Company Size
10,001+
Company Stage
IPO
Headquarters
Minneapolis, Minnesota
Founded
1863
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Simplify's Take
What believers are saying
- Profits are climbing: net income rose 20% to $2.2 billion in the June 2026 quarter on record $7.7 billion revenue.
- Room to grow: U.S. Bank listed 1,285 open roles in October 2026, led by 512 in branch banking.
- Stability has a track record: U.S. Bancorp stayed profitable through the 2008 financial crisis, earning $2.9 billion that year.
What critics are saying
- Its card-processing arm is slowing: after losing European sales partners, merchant revenue grew just 2.3% in the June 2026 quarter.
- Headcount keeps falling: U.S. Bancorp's staff shrank 12% in three years, to 68,520 by December 2025.
- Expect three office days a week: since March 2024, attendance counts in performance reviews for staff near its hub offices.
What makes U.S. Bank unique
- Payments is unusually big for a bank: card issuing, merchant processing and corporate payments made 23% of revenue in mid-2026.
- Washington pays with its cards: only U.S. Bank and Citibank issue federal SmartPay cards, about $40 billion a year.
- Amazon chose it over American Express: U.S. Bank began issuing Amazon's small business credit cards in May 2026.
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Benefits
Health Insurance
Dental Insurance
Vision Insurance
Life Insurance
Disability Insurance
401(k) Retirement Plan
Paid Vacation
Paid Holidays
Adoption Assistance
Paid Sick Leave
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