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U.S. Bank Financial Engineering Manager in SAINT LOUIS, Missouri

U.S. Bank is seeking a Financial Engineering Manager 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 responsible for managing a team of Financial Engineers 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. Responsibilities also include coordination and communication with both internal and external constituents, including regulators.


Basic Qualifications:

  • Mastersdegree in Mathematical Finance, Economics, or related quantitative discipline.

  • 7 yearsof relevant financial management experience in mortgage-specific (orcomparable) context, including the support of risk and capital marketsactivities.

  • 5years managing skilled, quantitative staff.

Preferred Skills/Experience:

  • PhD in MathematicalFinance, Economics, or related quantitative discipline.

  • Mortgage financeexpertise;

  • Strongquantitative and/or computational Term-structuremodeling (HJM, BGM, LMM);

  • Fixed-incomecapital markets and interest rate derivatives;

  • Mortgage servicingrights valuation;

  • Hedge construction,attribution, and evaluation;

  • Consumerbehavior/propensity modeling (prepayment, delinquency, default, severity)

  • Polypaths, QRM/MB,QRM/AL, MIAC WinOAS;

  • SAS, R, Python,C/C ;

  • Superb oral andwritten communication skills;

  • Consummateproblem-solving, time, and people management skills.

Job: Accounting / Finance

Primary Location: Missouri-MO-Saint Louis

Shift: 1st - Daytime

Average Hours Per Week: 40

Requisition ID: 200010986

Other Locations: Minnesota-MN-Minneapolis

U.S. Bank is an Equal Opportunity Employer committed to creating a diverse workforce.

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.