Senior Quant Analytics Remote-Eligible Risk Modeling

KeyBank; Buffalo (NY); On-site; USD 96,000 - 181,000; Full time

Job summary

KeyBank is seeking a Senior Quantitative Analytics Associate to validate Market Risk, IRRBB, and Liquidity models in a dynamic financial setting. You’ll apply machine learning to strengthen validation processes and deliver clear, actionable insights to partners.

Based in Cleveland, the role emphasizes in-office work with flexible options. Candidates should have a Master's in a quantitative field and 2+ years of relevant experience, with familiarity with SR11-07, IRRBB, and related regulatory

Qualifications

• Master's degree in a quantitative discipline with 2+ years of relevant experience.
• Familiarity with Market Risk, IRRBB, and Liquidity concepts.
• Exposure to market risk pricing models, term structure models, hedging models, asset liability models, or related risk models.

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

Market risk concepts

IRRBB concepts

Liquidity concepts

Machine learning

Model validation

Communication

Education

Master's degree in quantitative discipline

Tools

Calypso

RiskWatch

Bloomberg

QRM

BlackRock

GCP

Job description

KeyBank is seeking a Senior Quantitative Analytics Associate to validate Market Risk, IRRBB, and Liquidity models in a dynamic financial setting. You’ll apply machine learning to strengthen validation processes and deliver clear, actionable insights to partners.

Based in Cleveland, the role emphasizes in-office work with flexible options. Candidates should have a Master's in a quantitative field and 2+ years of relevant experience, with familiarity with SR11-07, IRRBB, and related regulatory