Senior Quant Analytics Associate: ML-Powered Risk Validation

KeyBank; United States; Hybrid; USD 96,000 - 181,000; Full time

Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate in Cleveland, OH to validate models for Market Risk, IRRBB, and Liquidity, applying machine learning to enhance validation processes and supporting scenario analysis. You will work with risk pricing and hedging models, communicate findings to partners, and stay current with regulatory guidance such as SR11-07, IRRBB, and FRTB.

The role emphasizes in-office presence with flexible options and offers a base salary plus incentive

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

Skills

Market Risk concepts

IRRBB concepts

Liquidity concepts

Machine Learning

Education

Master’s degree in quantitative discipline

2+ years of relevant experience

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank is seeking a Senior Quantitative Analytics Associate in Cleveland, OH to validate models for Market Risk, IRRBB, and Liquidity, applying machine learning to enhance validation processes and supporting scenario analysis. You will work with risk pricing and hedging models, communicate findings to partners, and stay current with regulatory guidance such as SR11-07, IRRBB, and FRTB.

The role emphasizes in-office presence with flexible options and offers a base salary plus incentive