Skip to main
mason building
George Mason University
Job Opportunity

2027 Quantitative Modeling Rotational Program at U.S. Bank

Full Job Details

Employer: U.S. Bank

Expires: 10/10/2026

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.  

* The programs and services offered by George Mason University are open to all who seek them. George Mason does not discriminate on the basis of race, color, religion, ethnic national origin (including shared ancestry and/or ethnic characteristics), sex, disability, military status (including veteran status), sexual orientation, gender identity, gender expression, age, marital status, pregnancy status, genetic information, or any other characteristic protected by law. After an initial review of its policies and practices, the university affirms its commitment to meet all federal mandates as articulated in federal law, as well as recent executive orders and federal agency directives.