Senior Quant Analytics Associate - Model Risk & ML

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

Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity. You will apply machine learning to enhance validation processes, deliver actionable analyses, and communicate complex findings to partners.

You will work with cutting-edge techniques, including AI-driven scenario simulations and deep hedging concepts, while aligning with evolving market risk trends.

Qualifications

• Master's degree in a quantitative discipline with 2+ years of experience.
• Familiarity with market risk concepts, IRRBB, and liquidity.
• Knowledge of SR11-07, IRRBB rules, Market Risk Rule, FRTB, SIMM.

Responsibilities

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas.
• Apply machine learning techniques to enhance model validation processes.
• Deliver insightful analysis and communicate findings to partners.
• Translate complex theories into clear, actionable insights.

Skills

Market Risk concepts

IRRBB concepts

Liquidity concepts

Regulatory knowledge

Machine learning in risk

Education

Master's degree in quantitative field

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity. You will apply machine learning to enhance validation processes, deliver actionable analyses, and communicate complex findings to partners.

You will work with cutting-edge techniques, including AI-driven scenario simulations and deep hedging concepts, while aligning with evolving market risk trends.