Rotational Analyst - Analytics & Quant Modeling

KeyBank; Providence (RI); On-site; USD 75,000 - 85,000; Full time

Benefits offered by this job

Sign-on bonus

In-office work

Job summary

KeyBank is offering a 12‑month Rotational Analyst Program in analytics and quantitative modeling at its Cleveland area site. The program blends training with hands‑on experience across QMAA, Market Risk, Credit Portfolio, Fraud Analytics, and more. Candidates will rotate, learn, and transition into full‑time roles based on performance.

This role emphasizes data analysis, strong communication, and teamwork. A math/CS/finance background with internship exposure is desired; onsite work is required

Qualifications

• Degree in mathematics, statistics, engineering, finance, economics, CS, or related quantitative field by May 2027 or Dec 2026.
• Prior internship experience preferred within the field.
• GPA 3.5 or higher.
• Demonstrated leadership and teamwork from past work or extracurricular activities.
• Strong analytical, problem solving, communication, and presentation skills.
• Knowledge of statistical techniques, machine learning, and data mining concepts.
• Familiarity with AI concepts and exposure to AI/ML tools or techniques (e.g., data analysis or simple models).
• Preferred exposure to programming for data analysis and visualization (SQL, SAS, Python, R, Tableau).

Responsibilities

• Perform data analysis and draw business insights with integrity and accuracy.
• Communicate findings and recommendations to senior management with effective visuals.
• Apply analytical methods to risk management, credit, and strategic initiatives.
• Conduct market and industry research for peer analytics and strategy.
• Support reporting for financial, regulatory, and BI requirements.

Skills

Data analysis

Communication

Problem solving

Statistics

AI basics

Education

Bachelor's or graduate degree

Tools

SQL

SAS

Python

R

Tableau

Job description

KeyBank is offering a 12‑month Rotational Analyst Program in analytics and quantitative modeling at its Cleveland area site. The program blends training with hands‑on experience across QMAA, Market Risk, Credit Portfolio, Fraud Analytics, and more. Candidates will rotate, learn, and transition into full‑time roles based on performance.

This role emphasizes data analysis, strong communication, and teamwork. A math/CS/finance background with internship exposure is desired; onsite work is required