Canadian here, received signing bonus from US - Tax treatment?

Hi, I'm a Canadian student and I received an offer from a US bank, and also received my signing bonus early. Wondering about the tax treatment. I know I have to claim it in foreign income here in Canada, but since the bonus is taxed at the marginal rate, I was wondering if I could get some sort of refund from the U.S.? Do I have to file a tax return through the U.S.? Thanks.

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