Senior Quant Analytics: Market Risk ML Validator (Remote)

KeyBank; South Dakota; 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, leveraging machine learning for advanced use cases such as scenario simulation and model calibration. You will work with pricing and risk models in a dynamic banking environment.

This role emphasizes applying cutting-edge techniques, communicating complex results to partners, and staying aligned with evolving industry standards while contributing to risk management

Qualifications

• Master’s degree in a quantitative field with 2+ years of relevant experience.
• Familiar with Market Risk, IRRBB, and Liquidity concepts.
• Experience with risk pricing models and asset-liability modeling.

Responsibilities

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas.
• Apply machine learning techniques to enhance model validation.
• Deliver insightful analysis to address business problems.
• Communicate findings clearly to partners.

Skills

Market Risk

IRRBB

Liquidity

Regulatory knowledge

Modeling exposure

Education

Master's degree in quantitative discipline

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, leveraging machine learning for advanced use cases such as scenario simulation and model calibration. You will work with pricing and risk models in a dynamic banking environment.

This role emphasizes applying cutting-edge techniques, communicating complex results to partners, and staying aligned with evolving industry standards while contributing to risk management