Basic Qualifications* Bachelor's degree in a quantitative field, and three or more years of relevant experienceOR* MA/MS in a quantitative field, and less than three years of related experiencePreferred Skills/Experience* Thorough knowledge of various regression techniques, parametric and non-parametric algorithms, times series techniques, and other statistical models, various model validation tests/methodologies, using Python 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 skillsLOCATION EXPECTATIONS: This role requires working from a U.S. Bank Location three (3) or more days per week. Corporate Treasury's Asset & Liability Management Quantitative Finance group supports these efforts by developing quantitative models and methods that link the Bank's balance sheet and Income Statement to the broader macroeconomic environment.