Senior Quant Analytics - Model Risk & ML Validation

KeyBank; Buffalo (NY); Híbrido; USD 96.000 - 181.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

In-office presence with flexible/moble

Incentive compensation

Equal Opportunity Employer

Descripción de la vacante

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will leverage machine learning to enhance validation and develop advanced use cases, including AI-driven scenario simulation and deep hedging.

You will work with risk pricing and regulatory models, translating complex concepts into actionable insights for partners. The role offers exposure to a wide range of risk models and collaboration across teams, with emphasis on

Formación

• Master's degree in a quantitative discipline with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Familiarity with SR11-07, IRRBB regulations, Market Risk Rule, FRTB and SIMM.
• Exposure to risk pricing models, term structure models, hedging models, or related risk models.

Responsabilidades

• 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 understandable language.

Conocimientos

Machine learning concepts

Quantitative analysis

Communication of findings

Educación

Master's degree in quantitative discipline

Herramientas

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Descripción del empleo

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will leverage machine learning to enhance validation and develop advanced use cases, including AI-driven scenario simulation and deep hedging.

You will work with risk pricing and regulatory models, translating complex concepts into actionable insights for partners. The role offers exposure to a wide range of risk models and collaboration across teams, with emphasis on