Senior Quant Analytics Associate: ML-Driven Validation

KeyBank; Cleveland (OH); Hybrid; USD 96,000 - 181,000; Full time

Job summary

KeyBank in Cleveland seeks a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity, while applying machine learning to enhance validation processes. You will deliver insightful analyses and translate complex results for partners in a dynamic regulatory environment.

The role offers exposure to diverse risk models, collaboration across teams, and opportunities to contribute to cutting-edge analytics in a leading financial institution.

Qualifications

• Master's degree in a quantitative discipline with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Familiarity with 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.

Skills

Market risk concepts

IRRBB concepts

Liquidity concepts

Education

Master's degree in quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank in Cleveland seeks a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity, while applying machine learning to enhance validation processes. You will deliver insightful analyses and translate complex results for partners in a dynamic regulatory environment.

The role offers exposure to diverse risk models, collaboration across teams, and opportunities to contribute to cutting-edge analytics in a leading financial institution.