Quant Analytics Lead Associate- Market Risk Model Validation

KeyCorp

Cleveland, Ohio, US
Base: $71,000 - $125,000 annually; bonus: eligible...
Fully remote
Python/r/sas programming
Irrbb and nii modeling
Trading book valuation

Salary

Base: $71,000 - $125,000 annually; Bonus: Eligible for production, commission, and discretionary incentives; Benefits: Comprehensive benefits package available

Skills & Requirements

Must-have

  • Python/R/SAS programming
  • IRRBB and NII modeling
  • Trading book valuation
  • Model validation frameworks
  • SQL/NoSQL data structures

Nice-to-have

  • Strong code controls documentation
  • Cloud-based computing experience
  • Distributed computing knowledge
  • Effective stakeholder communication
  • Critical thinking for complex problems

Key Requirements

  • Bachelor's degree in quantitative field
  • 2+ years relevant experience
  • Master's or PhD preferred
  • Experience with QRM and Calypso platforms

Work Rights

Not specified

Tailored Resume

Cover Letter