Senior Quant Analytics: Model Risk & ML Validation

KeyBank; Ohio; Presencial; USD 96.000 - 181.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

In-office focus

Flexible remote options

Equal opportunity employer

Descripción de la vacante

KeyBank in Cleveland seeks a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB and Liquidity, applying machine learning to enhance validation, and exploring generative AI for scenario simulation.

You will work with Calypso, RiskWatch, Bloomberg, QRM, and GCP to deliver analysis and communicate findings to partners. The role offers exposure to pricing, term structure, hedging, and risk models, with an in-office focus and flexible options.

Formación

• Master's degree in a quantitative discipline with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Regulatory familiarity: SR11-07, IRRBB regulations, Market Risk Rule, FRTB, SIMM.
• Experience with risk models: interest rate derivatives, commodities, FX, CDS, fixed income, equity.

Responsabilidades

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas.
• Apply machine learning techniques to enhance model validation processes.
• Deliver insightful analysis addressing complex business problems.
• Communicate findings clearly to partners, translating complex ideas into actionable insights.

Conocimientos

Analytical thinking

Communication

Machine learning awareness

Educación

Master's degree in a quantitative discipline

Herramientas

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Descripción del empleo

KeyBank in Cleveland seeks a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB and Liquidity, applying machine learning to enhance validation, and exploring generative AI for scenario simulation.

You will work with Calypso, RiskWatch, Bloomberg, QRM, and GCP to deliver analysis and communicate findings to partners. The role offers exposure to pricing, term structure, hedging, and risk models, with an in-office focus and flexible options.