> Markdown version of [/jobs/ext/4294060-macro-data-analytics-reporting-analyst-operations](https://www.wearedevelopers.com/jobs/ext/4294060-macro-data-analytics-reporting-analyst-operations). Every page supports `.md` or `Accept: text/markdown`. Links point to the HTML versions so they work for humans too. Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Macro Data Analytics Reporting Analyst - Operations - **Company:** U.S. Bank - **Location:** Chicago, IL, United States - **Experience:** Expert - **Contract:** Permanent contract - **Skills:** Algorithmic Trading, Data Analysis, Big Data, R (Programming Language), Python (Programming Language), Calypso Programming Language, Vba Programming Language, Data Analytics - **Published:** October 31, 2026 - **Apply:** https://career.merrimack.edu/jobs/u-s-bank-macro-data-analytics-reporting-analyst-operations/ ## About the Role We are seeking a highly skilled and experienced Derivatives Data Analytics Reporting Analyst who has a passion for financial markets and data analysis. The ideal candidate will have in-depth knowledge of Rates and FX financial markets and hands-on experience working closely with a Rates or FX Trading Desk or relevant experience in the areas of Market Data and Risk Analytics, Valuation, Quantitative Modeling and Regulative Reporting. In addition, the candidate should have a good understanding of various derivatives products, including swaps, basis swaps, cap/floor, and swaption. Proficiency in risk reporting and familiarity with option Greeks (VEGA, DELTA, GAMMA, THETA) is desired. Strong troubleshooting skills and technical knowledge in Python, VBA and R are highly desirable., This role is not eligible for visa sponsorship. Candidates must be U.S. Citizens and not hold any type of Visa., Bachelor's degree in a related field, or equivalent work experience Six to eight years of statistical and/or data analytics experience Preferred Skills/Experience Master's degree in STEM (Science, Technology, Engineering or Math) or Finance or Analytic Finance or Financial Engineering, or equivalent work experience Strong analytical and problem-solving skills. Excellent troubleshooting skills and ability to resolve complex issues related to derivatives products. Technical proficiency in Python, VBA and R is highly desirable. Experience with cross-asset trading systems such as Calypso, Wall Street Systems (ION). Experience with derivatives products, including swaps, basis swaps, cap/floor, and swaption. Experience in risk attribution and analytics with deep understanding of option Greeks (VEGA, DELTA, GAMMA, THETA). 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. ## Description Work closely with the MACRO Front Office desks to design and develop solutions for Rates and FX products, utilizing cross asset trading systems (Calypso) to analyze and manage the portfolio's exposure and risk. Create market data and risk analytics, Profit and Loss calculation, and develop pricing and risk models. Design and develop complex models and tools to meet business and regulatory reporting requirements. Support the Macro Middle Office operation functions Stay updated with industry trends and regulatory changes related to interest rate derivatives. Collaborate with stakeholders to identify and implement improvements in derivative trading operation. Collaborate with stakeholders to understand business requirements and translate them into technical solutions to support the growth and expansion of the MACRO markets. Collaborate with internal teams to troubleshoot and resolve any issues related to financial derivatives. Why This Role Stands Out This is a unique opportunity to work closely with trading desks and gain direct exposure to: Foreign Exchange (FX) and Interest Rate markets Derivatives products, including swaps, swaptions, basis swaps, caps, and floors Quantitative research and financial analytics Market risk reporting and attribution Product development and support initiatives Large-scale data engineering and analytics projects Trading infrastructure and cross-asset platforms You'll play a key role in helping the business understand market behavior, monitor risk, identify opportunities, and make data-driven decisions that support the growth of the Macro Markets business.