Macro Data Analytics Reporting Analyst - Operations

• Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products, utilizing cross asset trading systems (Calypso) to analyze and manage the portfolio's exposure and risk.

• Create market data and risk analytics, Profit and Loss calculation, and develop pricing and risk models.

• Design and develop complex models and tools to meet business and regulatory reporting requirements.

• Support the Macro Middle Office operation functions

• Stay updated with industry trends and regulatory changes related to interest rate derivatives.

• Collaborate with stakeholders to identify and implement improvements in derivative trading operation.

• Collaborate with stakeholders to understand business requirements and translate them into technical solutions to support the growth and expansion of the MACRO markets.

• Collaborate with internal teams to troubleshoot and resolve any issues related to financial derivatives.

This is a unique opportunity to work closely with trading desks and gain direct exposure to:

• Foreign Exchange (FX) and Interest Rate markets

• Derivatives products, including swaps, swaptions, basis swaps, caps, and floors

• Quantitative research and financial analytics

• Market risk reporting and attribution

• Product development and support initiatives

• Large-scale data engineering and analytics projects

• Trading infrastructure and cross-asset platforms

You'll play a key role in helping the business understand market behavior, monitor risk, identify opportunities, and make data-driven decisions that support the growth of the Macro Markets business.

• Hybrid 3+days in Chicago South La Salle Location

• Monday - Friday 9am or 10am CST start time

• Bachelor's degree in a related field, or equivalent work experience

• Six to eight years of statistical and/or data analytics experience

• Master's degree in STEM (Science, Technology, Engineering or Math) or Finance or Analytic Finance or Financial Engineering, or equivalent work experience

• Strong analytical and problem-solving skills.

• Excellent troubleshooting skills and ability to resolve complex issues related to derivatives products.

• Technical proficiency in Python, VBA and R is highly desirable.

• Experience with cross-asset trading systems such as Calypso, Wall Street Systems (ION).

• Experience with derivatives products, including swaps, basis swaps, cap/floor, and swaption.

• Experience in risk attribution and analytics with deep understanding of option Greeks (VEGA, DELTA, GAMMA, THETA).

• Excellent communication and interpersonal skills.

• Ability to work effectively in a fast-paced and dynamic environment.

• Strong attention to detail and ability to meet deadlines.

• Professional certifications in relevant areas (e.g., CFA, FRM) are a plus.

Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following:

• 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

Review our full benefits available by employment status here .

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.