Senior Quant Analytics: Model Risk (Remote | ML & RL)

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

Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity. The role emphasizes applying machine learning for validation, developing advanced use cases, and communicating findings clearly to cross-functional partners in a banking context.

You'll work with pricing and risk models, scenario simulations, and calibration methods, while staying aligned with SR11-07, FRTB, SIMM, and other regulatory standards.

Qualifications

• Master’s degree in a quantitative field with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Knowledge of SR11-07, IRRBB, Market Risk Rule, FRTB and SIMM.
• Experience with risk models across interest rate derivatives, commodities, FX, and equities.

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 analysis

Machine learning

Model validation

Communication

Education

Master's degree in a quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank is seeking a Senior Quantitative Analytics Associate to validate models across Market Risk, IRRBB, and Liquidity. The role emphasizes applying machine learning for validation, developing advanced use cases, and communicating findings clearly to cross-functional partners in a banking context.

You'll work with pricing and risk models, scenario simulations, and calibration methods, while staying aligned with SR11-07, FRTB, SIMM, and other regulatory standards.