Senior Quant Analytics – ML-Driven Model Validation & Risk

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

Job summary

KeyBank seeks a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity, using ML to advance validation. The role involves analyzing complex risk scenarios, communicating results to partners, and staying aligned with evolving market risk practices.

Candidates should have a Master’s degree in a quantitative field with 2+ years of experience and familiarity with SR11-07, IRRBB, FRTB, SIMM, and related regulations.

Qualifications

• Master’s degree in a quantitative field with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Familiarity with SR11-07, IRRBB rules, Market Risk Rule, FRTB, SIMM.

Responsibilities

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas.
• Apply machine learning to enhance and support model validation processes.
• Deliver insightful analysis to address complex business problems.
• Communicate findings clearly to partners, translating theories into accessible language.

Skills

Machine learning

Quantitative analysis

Model validation

Regulatory knowledge

Education

Master’s degree in quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank seeks a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity, using ML to advance validation. The role involves analyzing complex risk scenarios, communicating results to partners, and staying aligned with evolving market risk practices.

Candidates should have a Master’s degree in a quantitative field with 2+ years of experience and familiarity with SR11-07, IRRBB, FRTB, SIMM, and related regulations.