Senior Quant Analytics: ML-Driven Market Risk Validator

KeyBank; Kentucky; On-site; USD 96,000 - 181,000; Full time

Job summary

KeyBank in Cleveland, OH seeks Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will apply ML to enhance validation, develop scenario simulations, and contribute to model calibration under current market conditions.

You will work with partners to present findings, translating complex theories into actionable insights. Exposure to pricing, term-structure, hedging and ALM models is expected with in-office work and flexible arrangements.

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.
• Experience with 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

Quantitative degree with 2+ years

Market Risk & IRRBB familiarity

Regulatory knowledge SR11-07/FRTB/SIMM

Asset-liability and deposit modeling

Education

Master's degree in a quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank in Cleveland, OH seeks Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will apply ML to enhance validation, develop scenario simulations, and contribute to model calibration under current market conditions.

You will work with partners to present findings, translating complex theories into actionable insights. Exposure to pricing, term-structure, hedging and ALM models is expected with in-office work and flexible arrangements.