Quant Analytics Sr Associate - Model Risk
This is the employer's own posting, not a copy on a job board.
What we know
Is it still open?
Confirmed still open
Last checked 1d ago — checked against the employer's own applicant tracking system, which is the company answering directly.
We re-read the employer's own applicant tracking system and the posting was still there. That is the company answering directly.
How old is it?
Posted 22d ago
The date the source published, not the day we noticed it (2026-09-10). Last seen at its source just now.
We have tracked this listing since 23 Sep 2026 (8 days). The employer's own board has carried it every time we have read it, most recently just now.
Is it remote?
The listing says yes
The location field doesn't say remote, so our assessment is based on the title or the description. Read the listing before applying.
Who may apply?
United States
The description states no restriction of its own. This is the source's own tag.
Pay
$96k–181k/yr
Read out of the job description by us, not from a structured field. Shown in the posting's own currency and period; we never convert.
Skills named in the ad
Recognised terms only, from a fixed vocabulary — this is what CV matching compares against.
Carried by 1 source
-
workday employer's own board first seen 8d ago · last seen just now
- location not stated
The listing
Location:
127 Public Square, Cleveland OhioABOUT THE JOB
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. Your expertise in machine learning will be instrumental in developing advanced use cases such as generative AI for scenario simulation, reinforcement learning for deep hedging, and machine learning techniques for model calibration. You will 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. This role offers a fantastic opportunity to learn and grow, gaining exposure to a wide range of market risk pricing models, term structure models, hedging models, and risk models.
ESSENTIAL JOB FUNCTIONS
- 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
REQUIRED QUALIFICATIONS
- 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
SYSTEMS & TOOLS
- Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP.
COMPENSATION AND BENEFITS
This position is eligible to earn a base salary in the range of $96,000.00 - $181,000.00 annually. Placement within the pay range may differ based upon various factors, including but not limited to skills, experience and geographic location. Compensation for this role also includes eligibility for incentive compensation which may include production, commission, and/or discretionary incentives.Please click here for a list of benefits for which this position is eligible.
Key has implemented an approach to employee workspaces which prioritizes in-office presence, while providing flexible options in circumstances where roles can be performed effectively in a mobile environment.
Job Posting Expiration Date: 10/10/2026

KeyCorp is an Equal Opportunity Employer committed to sustaining an inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, genetic information, pregnancy, disability, veteran status or any other characteristic protected by law.Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing HR_Compliance@keybank.com.
#LI-Remote