Sr. Quantitative Associate, Real Estate in Chicago, IL at Key Bank- Corporate

Date Posted: 3/2/2020

Job Snapshot

Job Description

Sr. Quantitative Associate, Real Estate to work in Chicago, IL: Develop consumer loss forecasting models for Current Expected Credit Losses (CECL) and Comprehensive Capital Analysis and Review (CCAR) regularity requirements. Assess model performance. Verify that validated models have been implemented correctly. Assess adequacy of model owner’s monitoring and maintenance. Assess model risks and limitations. Verify that model has been properly documented. Document the validation procedures and results. Loss forecast and stress test by developing account level loss forecasting models, using modeling techniques such as survival (hazard), logistic regression, time series, roll-rate, and Markov models. Product scenario-based loss forecasts. Use of PD/LGD/EAD modeling, Cox Survival modeling, SAS, R, Matlab, and Python. Requires a Master’s Degree in Statistics/Finance/Management/Economics/Management Information Systems/ Industrial Engineering (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 job duties listed above. Experience may have been gained before, during or after degree. Opportunity to work from home. Apply online at


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