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Senior Quant Analytics Associate – Model Risk
Location
New York + 1 moreAll locations: New York | Ohio
Posted
143 days ago
Salary
$94K - $175K / year
Seniority
Senior
Job Description
Senior Quant Analytics Associate – Model Risk
KeyBank
• 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
Job Requirements
- 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 including production, commission, and/or discretionary incentives
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