Senior Quant Analytics: Model Risk & ML Validation Remote

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

Job summary

KeyBank in Cleveland, OH is seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will apply machine learning to enhance validation and explore advanced use cases such as scenario generation and deep hedging.

This role offers exposure to pricing, term structure, and hedging models across interest rate derivatives, commodities, FX, CDS, and equities, with opportunities to work in a flexible, in-office with remote options environment.

Qualifications

• Master's degree in quantitative discipline with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Knowledge of SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM.
• Experience with risk models across rates, derivatives, commodities, FX, CDS, and equities.

Responsibilities

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

Skills

Market Risk concepts

IRRBB concepts

Liquidity concepts

Machine learning techniques

Model validation

Education

Master's degree in a quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank in Cleveland, OH is seeking a Senior Quantitative Analytics Associate to validate models for Market Risk, IRRBB, and Liquidity. You will apply machine learning to enhance validation and explore advanced use cases such as scenario generation and deep hedging.

This role offers exposure to pricing, term structure, and hedging models across interest rate derivatives, commodities, FX, CDS, and equities, with opportunities to work in a flexible, in-office with remote options environment.