Quantitative Analyst/Financial Engineer 4 (MSR) Job at U.S. Bank – Minneapolis, MN, US

U.S. Bank

Apply for Quantitative Analyst/Financial Engineer 4 (MSR) Job at U.S. Bank – Minneapolis, MN, US. See job description, requirements and the link to apply.

At U.S. Bank, we’re passionate about helping customers and the communities where we live and work. The fifth-largest bank in the United States, we’re one of the country’s most respected, innovative and successful financial institutions. U.S. Bank is an equal opportunity employer committed to creating a diverse workforce. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, among other factors.

 U.S. Bank is seeking a financial engineer to join the Mortgage Analytics and Data Science team – a highly visible and industry leading quantitative group at U.S. Bank Home Mortgage (USBHM). This role will be focused on the application of quantitative methods to support valuation, hedging, and market risk management activities of U.S. Bank’s mortgage origination and servicing business. The ideal candidate will have experience and in-depth knowledge of the mortgage finance industry with a focus on mortgage servicing rights, fixed-income derivatives, term-structure modeling, consumer behavioral modeling (prepayment/delinquency/default), and numerical methods.


 Basic Qualifications
– Bachelor’s degree in a quantitative field, and 10 or more years of experience in statistical modeling OR
– Master’s or PhD degree in a quantitative field, and six or more years of experience in statistical modeling

Preferred Skills/Experience
• Mortgage finance expertise;
• Term-structure modeling (HJM, BGM, LMM);
• Fixed-income capital markets and interest rate derivatives;
• Mortgage servicing rights valuation;
• Hedge construction, attribution, and evaluation;
• Consumer behavior/propensity modeling (prepayment, delinquency, default, severity)
• Polypaths, QRM/MB, QRM/AL, MIAC WinOAS;
• SAS, R, Python, C/C++;
• Superb oral and written communication skills;



 Accounting / Finance

Primary Location

 Missouri-MO-Saint Louis

Other Locations

 Minnesota-MN-Minneapolis, United States


 1st – Daytime



Average Hours Per Week 40

To apply for this job please visit usbank.taleo.net.

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