2027 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, practical job experience, mentorship, and a community of peers and advisors, throughout three ten-month rotations to prepare you for 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, corporate treasury, credit risk, financial crimes, market risk, macroeconomics, and derivatives).  

Conduct model validation tests/methodologies and research to better understand modeling tools 

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 at U.S. Bank 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 obtained December 2026 or Spring 2027 

Basic understanding of modeling and validation techniques in varying disciplines 

Ability to start the development program on July 12, 2027 
 

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, Econometrics, 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 requires working from a U.S. Bank location three (3) or more days per week, while having flexibility on work location for the other working days. 

The application process 

 If you are interested in applying and learning more, click on the Apply Now icon to submit your application.