U.S. Bank · 11 hours ago
Senior Macro Options Trader / Quantitative Risk Analytics
Charlotte, NC
Full-time
Onsite
Senior Level
$144K/yr - $169K/yr
7+ years expU.S. Bank is on a journey to help customers and businesses make smarter financial decisions. The Senior Macro Options Trader / Quantitative Risk Analytics will play a critical role in market-making, pricing, and risk management across options and related derivatives products, collaborating closely with sales, research, and risk partners to deliver solutions to institutional clients.
BankingFinancial ServicesInsuranceMortgageWealth Management
Responsibilities
Provide daily market-making services in macro options and related derivatives products (e.g., interest rate options, cross‑asset macro options, volatility products)
Price and execute client transactions efficiently while ensuring adherence to market, regulatory, and internal risk standards
Manage and hedge complex options books, optimizing exposures to maximize profitability
Continuously monitor and manage trading positions, assessing market, liquidity, and counterparty risks
Execute hedging strategies to maintain balanced risk profiles while supporting client needs and revenue objectives
Partner with risk management teams to ensure compliance with trading limits, stress testing requirements, and control frameworks
Work closely with Sales to support institutional clients, providing insights on pricing, market color, and strategy
Contribute to product development, pricing enhancements, and tailored macro solutions
Collaborate with research analysts and strategy teams to incorporate macroeconomic trends and data signals into trading and risk management decisions
Maintain expertise with trading models and quantitative tools used for pricing and risk assessment
Provide input into desk-level strategies, identifying opportunities arising from market structure, volatility dynamics, and macroeconomic shifts
Support enhancements to systems, analytics, and automation initiatives
Qualification
Required
FINRA Series 7 and 63, NFA Associated Persons designation are required
Bachelor's degree in Finance, Economics, Mathematics, Engineering, or related quantitative field
Significant experience (7+ years) trading macro options or related derivatives in a global markets environment
Proven track record in market-making, options pricing, and managing a complex derivatives book
Practical knowledge of SABR (Stochastic Alpha Beta Rho) and SLV (Stochastic Local Vol) models a must
Strong quantitative and analytical skills with deep understanding of implied volatility, yield curves, and macroeconomic drivers
Excellent communication, decision-making, and risk management abilities
Demonstrated ability to thrive in a fast-paced, client-centric environment
Preferred
Advanced quantitative degree
Benefits
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
Company
U.S. Bank
At U.S.
10001+ employees
Funding
Current Stage
Public CompanyTotal Funding
$991MKey Investors
U.S. Department of the TreasuryMitsubishi UFJ Financial Group
2023-09-29Post Ipo Debt· $55M
2023-08-03Post Ipo Debt· $936M
1978-01-13IPO
Leadership Team
John C Stern
CFO
Shruti Patel
Executive Vice President & GM, CPO- Business Banking segment
Recent News
2026-01-22
2026-01-20
2026-01-20
Company data provided by crunchbase