Senior Quant Analytics Associate - ML-Driven Market Risk

KeyBank

Buffalo (NY)

On-site

USD 96,000 - 181,000

Full time

2 days ago

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Benefits offered by this job

In-office with flexible options

Inclusive workplace

Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will apply machine learning to enhance model validation and support scenario simulations, with exposure to pricing and risk models across interest rate derivatives, commodities, FX, CDS, fixed income, and equity.

In this role you will collaborate with partners, translate complex theories into clear analysis, and stay aligned with industry standards.

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.

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.