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About the Role

The Market Risk Data Analytics Specialist will support Market Risk Management through data analysis, reporting automation, risk analytics, and technology-enabled process improvement. This role is intended for a hands-on analytical professional who can work with market risk data, build and maintain reporting tools, investigate data quality issues, and help modernize risk processes using VBA, SQL, Python or similar tools, and emerging AI-enabled capabilities. The successful candidate will partner with Market Risk, Front Office, Technology, Finance, Model Risk, Operations, and other control functions to improve the accuracy, transparency, efficiency, and auditability of market risk reporting and analytics.

Responsibilities

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 AI, 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 AI-enabled analytics in a controlled and transparent manner, including documentation of 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.

Requirements

Bachelor's degree, or equivalent work experience
Typically more than eight years of applicable experience
Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Computer Science, Engineering, Data Science, Quantitative Finance, or related analytical discipline.
Minimum of 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.
Strong working knowledge of market risk concepts, including VaR, stress testing, sensitivities, P&L, risk factor movements, limit monitoring, back-testing, and data quality controls.
Advanced C#, Excel and VBA skills, including the ability to build, maintain, troubleshoot, and enhance analytical tools and automated reporting processes.
Strong SQL skills, 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.
Ability to translate business and risk requirements into practical data solutions, reporting enhancements, and process improvements.
Strong analytical, problem-solving, documentation, and communication skills, with the ability to explain technical findings to both technical and non-technical stakeholders.
Experience working with control functions, audit requests, regulatory reviews, data governance standards, or model governance expectations.
Master’s degree or 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 AI, machine learning, natural language processing, generative AI tools, intelligent automation, or AI-assisted analytics in a risk, finance, data, or technology environment.
Experience with market risk systems or data environments such as RiskMetrics, Bloomberg, Calypso, Murex, Adenza, internal risk databases, data warehouses, or comparable platforms.
Knowledge of regulatory risk concepts such as Basel market risk requirements, FRTB, Volcker-related controls, model monitoring, capital reporting, or regulatory exam support.
Experience designing dashboards, exception reports, workflow tools, or analytics that improve risk transparency, operational efficiency, and management decision-making.
Familiarity with data governance, data lineage, data quality frameworks, controlled EUC environments, software development lifecycle practices, or change management processes.
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.
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.

Skills

VBA
SQL
Python
Excel
C#
R
Power BI
Tableau
Alteryx
Generative AI
Machine Learning
Natural Language Processing
Prompt Engineering
AI Governance
AI-enabled Analytics
VaR
Stress Testing
Sensitivities
Greeks
P&L Attribution
Back-testing
Proxy Analysis
Limit Monitoring
Risk Factor Analysis
Data Validation
Report Automation
Analytical Troubleshooting
Market Risk Reporting
Data Visualization
Database Querying
Risk Dashboard Development
Process Automation
RiskMetrics
Bloomberg
Calypso
Murex
Adenza
Basel Market Risk Requirements
FRTB
Volcker-related Controls
Model Monitoring
Capital Reporting
Regulatory Exam Support
Data Governance
Data Lineage
Data Quality Frameworks
Controlled EUC Environments
Software Development Lifecycle Practices
Change Management Processes

Location

U.S. Bank Location

Work Type

Onsite

Experience Level

More than eight years of applicable experience
Minimum of 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.

Education Level

Bachelor's degree
Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Computer Science, Engineering, Data Science, Quantitative Finance, or related analytical discipline.
Master’s degree or 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.

Salary/Compensations

$132,260.00 - $155,600.00

Benefits

Healthcare (medical, dental, vision)
Basic term and optional term life insurance
Short-term and long-term disability
Pregnancy disability and parental leave
401(k) and employer-funded retirement plan
Paid vacation (from two to five weeks depending on salary grade and tenure)
Up to 11 paid holiday opportunities
Adoption assistance
Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
Incentive and recognition programs
Equity stock purchase
401(k) contribution and pension

About the Company

At U.S. Bank, we’re on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions and enabling the communities we support to grow and succeed. We believe it takes all of us to bring our shared ambition to life, and each person is unique in their potential. A career with U.S. Bank gives you a wide, ever-growing range of opportunities to discover what makes you thrive at every stage of your career. Try new things, learn new skills and discover what you excel at—all from Day One.

Equal Opportunity

U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services.
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.