2026 Quantitative Modeling Rotational Program
2026 Quantitative Modeling Rotational Program
What you’ll do
Quantitative Modeling is a dynamic and thriving field that solves real-world problems through quantitative research, development, and validation. Our Quantitative Modeling Development Program will provide you with accelerated learning and skill development through a mix of formal training, mentorship, a community of peers and advisors, throughout three ten-month rotations to meet the demands of today and tomorrow.
As a Quantitative Modeling Rotation Program Analyst, you will:
- Get hands-on experience with project work creating, implementing, testing, documenting, and using models
- Rotate within our quantitative finance and risk groups (rotation options include: model risk management, treasury, credit risk, financial crimes, market risk, macroeconomics, and derivatives).
- Conduct model validation tests/methodologies and research to better understand modeling tools
- Participate in extra-curricular activities related to quantitative subjects
- Develop technical and business acumen through training, mentorship, and exposure to senior executives
- Build a supportive community of peers through a variety of cohort-strengthening activities such as social events, volunteer days, and development workshops
Who we’re looking for
Are you interested in solving complex problems in the financial industry? If you are a mathematical, statistical, or quantitative pro who’s curious about applying your skills outside of academia, the Quantitative Modeling Rotation Program might be right for you!
Basic qualifications
- Master’s or PhD degree in Statistics, Mathematics, Physics, Engineering, Financial Engineering/Mathematics, Economics, or other highly quantitative degrees
- Basic understanding of modeling and validation techniques in varying disciplines
- Ability to start development program on July 13, 2026
Preferred qualifications
- Strong written and verbal communication skills
- Ability to think and work independently within a professional setting
- Strong analytical, problem solving, and critical thinking skills
- Highly organized and motivated; ability to manage and prioritize multiple tasks and deadlines simultaneously
- Strong programming skills such as C++, Python, R etc.
- Data compilation, programming skills, and qualitative analysis skills
- Statistical modeling background based on technical training or advanced education in a quantitative field such as Derivatives Pricing, Probability, Stochastic Calculus, Regressions, Machine learning etc.
- Knowledge of various regression techniques, parametric and non-parametric algorithms, times series analysis, or other statistical approaches, various model validation tests/methodologies
Working model and hours:
This role is hybrid. Team members who are in a hybrid role spend three days a week at the listed U.S. Bank location(s), while having flexibility on their work location for the other working days.
Rotational program members work approximately 40-hours each week in this fulltime role.
The application process
If you are interested in applying and learning more, click on the Apply Now icon to submit your application. Most applications will be closed on October 3, 2025.