Sr Quant/Modeling Associate in Cleveland, OH at Key Bank- Corporate

Date Posted: 8/21/2019

Job Snapshot

  • Employee Type:
    Full-Time
  • Location:
    Cleveland, OH
  • Job Type:
  • Experience:
    Not Specified
  • Date Posted:
    8/21/2019

Job Description

Sr. Quantitative/Modeling Associate to work in Cleveland, OH: Oversight of the Fixed Income, Equities, Foreign Exchange and Interest Rate and Commodity Derivatives Trading activities. Monitor and evaluate risks affecting current or anticipated capital, valuation, Value-At-Risk (VaR) and Counterparty Credit Risk (CCR). Assess model performance through price replication, benchmarking and backtesting. Support how models are used in the business decision making process. Analyze/Write technical reports detailing the model’s calculations and use that will clearly document the mathematical or financial concepts used in the model. Perform quantitative modeling using Excel, VBA, SQL queries, R, MATLAB, SAS, ADCo, Intex, Bloomberg TOMS, Thomson Reuters and IBM Algo One Risk Products. Serve as the primary interface for Market Risk with external regulatory entities and internal risk control groups for modeling topics. Act as mentor to other, less experienced team members. Requires a Master’s Degree in Finance/Business Administration/Mathematics/Economics/Agriculture and Resource Economics/Mathematical Finance (or equivalent based on evaluation of academic credentials, training and/or experience) as well as twenty-four (24) months in job or job related experience to include oversight of the Equities, Foreign Exchange and Interest Rate and Commodity Derivatives Trading activities; monitor and evaluate risks affecting current or anticipated capital, valuation, Value-At-Risk (VaR) and Counterparty Credit Risk (CCR); assess model performance through price replication, benchmarking and backtesting; support how models are used in the business decision making process; analyze/write technical reports detailing the model’s calculations and use that will clearly document the mathematical or financial concepts used in the model; perform quantitative modeling using Excel, VBA, SQL queries, R, MATLAB, SAS, and Bloomberg; serve as the primary interface for Market Risk with external regulatory entities and internal risk control groups for modeling topics and act as mentor to other, less experienced team members. Suitable combination of education, training and experience is acceptable. Experience may have been gained before, during or after degree. Full-time position at 40 hours/week, Monday through Friday 8:00 a.m. to 5:00 p.m.

FLSA STATUS:Exempt

KeyCorp is an Equal Opportunity and Affirmative Action Employer Min/Fem/Vet/Disabled

36197BR

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