Hiring: Quant Analytics Sr Associate - Model Risk Company: KeyBank Location: United States Job Posted Time: 2026-09-16 17:42:02 Target Skills & Keywords : Derivatives, Fixed Income, GCP, Machine Learning, Reinforcement Learning About the job Experience: •2+ years of relevant experience Required Skills: •As a Senior Quantitative Analytics Associate, you will be at the forefront of validating models for Market Risk, IRRBB (including NII, EVE, Deposit modeling), and Liquidity. •Also incorporate the latest market risk trends – including heightened uncertainty around interest rate movements and increased market volatility – ensuring our models remain aligned with current industry standards and best practices. Qualifications: •Master’s degree in a quantitative discipline with 2+ years of relevant experience •Operational familiarity with Market Risk, IRRBB, and Liquidity concepts •Operational 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 Compensation: •$96,000 - $181,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!