Senior Quant Analytics - AI-Driven Market Risk Validator

KeyBank

United States

On-site

USD 96,000 - 181,000

Full time

3 days ago

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Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate in Cleveland to validate models for Market Risk, IRRBB, and Liquidity while applying machine learning to enhance validation processes. You will interpret results for partners and contribute to model calibration and hedging strategies.

The role requires a Master’s degree in a quantitative field with 2+ years of relevant experience and familiarity with regulatory risk frameworks.

Qualifications

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.

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.