[Remote] Quant Analytics Sr Associate - Model Risk
Note: The job is a remote job and is open to candidates in USA. KeyBank is a national association seeking a Senior Quantitative Analytics Associate to validate models for Market Risk and Liquidity. The role involves applying machine learning techniques to enhance model validation processes and delivering insightful analysis to address complex business problems.
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
- Master's degree in a quantitative discipline with 2+ years of relevant experience
- Familiarity with Market Risk, IRRBB, and Liquidity concepts
- Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM
- Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity
- Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP
Benefits
- Eligibility for incentive compensation which may include production, commission, and/or discretionary incentives.
- Please click [here](https://www.key.com/about/careers/working-with-us/benefits.html) for a list of benefits for which this position is eligible.
- Flexible options in circumstances where roles can be performed effectively in a mobile environment.
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