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KeyBank · 5 months ago

Quant Analytics Sr Associate - Model Risk

Cleveland, OH

Full-time

Hybrid

Mid, Senior Level

$94K/yr - $175K/yr

2+ years exp

KeyBank is a financial services company seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. The role involves applying machine learning techniques to enhance model validation processes and delivering insightful analysis to address complex business problems.

Banking

Responsibilities

Validate models for Market Risk, IRRBB, Liquidity, and other risk areas

Apply machine learning techniques to enhance and support model validation processes

Deliver insightful analysis to address complex business problems

Communicate findings effectively to partners, translating complex theories into easy-to-understand language

Qualification

Machine LearningMarket RiskIRRBBLiquidityQuantitative AnalysisCalypsoBloombergGCP

Required

Master's degree in a quantitative discipline with 2+ years of relevant experience

Familiarity with Market Risk, IRRBB, and Liquidity concepts

Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM

Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity

Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP