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.

Job Description

We are seeking a highly skilled and experienced Business Intelligence Architect who specializes in interest rate derivatives.

This is a #Li-Hybrid role based out of Chicago.

Responsibilities:
- Design and develop business intelligence solutions for interest rate derivatives, utilizing cross asset trading systems (Calypso, Murex, OpenLink) to analyze and manage derivatives.

- Configure market data and develop pricing models for interest rate derivatives, with a focus on commodities if applicable.
- Collaborate with stakeholders to understand business requirements and translate them into technical solutions.
- Develop and maintain a deep understanding of various derivatives products, including IR swaps, cross currency swaps, cap/floor, and swaption.
- Generate risk reports and analyze option Greeks (VEGA, DELTA, GAMMA, THETA) to assess and manage risk exposure.
- Collaborate with internal teams to troubleshoot and resolve any issues related to interest rate derivatives.
- Stay updated with industry trends and regulatory changes related to interest rate derivatives.
- Provide technical expertise in Python, VBA, R, and Quantlib to enhance the efficiency and effectiveness of the business intelligence processes.
- Collaborate with stakeholders to identify and implement improvements in the business intelligence systems and processes.
- Assist in training and mentoring junior team members, sharing knowledge and best practices.

Basic Qualifications

-Bachelor's degree or equivalent work experience
-At least 7 years experience with BI applications; decision support systems, query and reporting, online analytical processing, statistical analysis, forecasting, and data mining.
-At least 5 years experience with tools, facilities and techniques for managing and administering data.
-At least 9 years experience within a total information technology (IT) environment.

Preferred Skills/Experience

• Minimum of 5 years of experience in a similar role, specializing in interest rate derivatives.

• -Must have knowledge of Capital Markets.

• Strong experience with cross asset trading systems such as Calypso, Murex, or OpenLink.

• Proficiency in market data configuration, pricing, and risk management in interest rate derivatives, with knowledge in commodities being a plus.

• In-depth knowledge of derivatives products, including IR swaps, cross currency swaps, cap/floor, and swaption.

• Experience in risk reporting and understanding of option Greeks (VEGA, DELTA, GAMMA, THETA).

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

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

• Strong analytical and problem-solving skills.

• 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.

If there’s anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants.

Learn how the way we work at U.S. Bank drives meaningful relationships with our customers and collaboration across the company.

Benefits:

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 (some may vary based on role, location or hours):

• 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

EEO is the Law

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. Applicants can learn more about the company’s status as an equal opportunity employer by viewing the federal KNOW YOUR RIGHTS EEO poster.

E-Verify

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. Learn more about the E-Verify program.

The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, US Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401k contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $117,215.00 - $137,900.00 - $151,690.00